To be honest, Lille really didn't expect that Ultron had grown to such a scale:
The Ultron mechanical soldiers they defeated probably numbered close to ten million, not to mention the complete destruction of the entire Mechanical Nest City—
If they hadn't absorbed all of Europe's industrial resources, they would have exhausted their supplies halfway through the city...
Even with the backing of European industrial resources and an unprecedented nuclear bomb, the battle situation remained grim.
This highlighted the importance of fighting Ultron as early as possible: a nuclear bomb of the King's Throne yield wouldn't be enough if they delayed any further, even if they had more.
Moreover, with Ultron's increasingly terrifying industrial capabilities, no one could predict when it might dig up nuclear fuel and possess nuclear weapons. If Ultron had nuclear weapons, it would mean waiting for death.
