But yes, some kind of fission or fusion reactor would be on a colonization plan, if it is easier/cheaper than solar. One problem though would be getting fissile material. You can probably find some on Mars or its moons or some asteroids, but it would require lots of heavy industry to get enough of it for reactors.
Bringing significant amounts of nuclear fuel from Earth would be really unpopular, what with the risk of rockets blowing up. That risk or fear is also what prohibits the use of nuclear propulsion for space travel...
The bulk mass of a (normal) reactor is shielding and cooling plumbing. You don't need any shielding on Mars, and cooling could maybe (probably?) be some kind of radiator/convector to the surrounding air. Maybe you could even crack the CO2 with the heat directly?
Fusion needs a lot plumbing and containment. Fission is just basically a pile of fissile material in proximity. Not very hard if you can skip on all the protection.
You're right that, if you could find some useful endothermic reaction like vaporizing CO2, you could use it as a heat sink. The problem is that distributing heat to arbitrary places in the martian ground (remember, this CO2 is not magically flowing to you) requires an even more complex heat exchanger than that used by a simple earth-based reactor.
Not to mention that having no shielding would be hell for your robots; radiation hardening of automated systems remains non-trivial. But the fundamental thermodynamics strike me as harder.
Maybe there are niches where this would make sense, but the thermodynamics is the elephant in the room.
That's all for a typical high-power reactor setup. You can, of course, have a low-power setup with nuclear power. RTGs [1] use this approach, though they mainly rely on decay heat rather than self-sustaining reactions, which is just as well because they are also thermodynamically limited by the rate at which they can radiate heat away.
One addendum I should have noted: the efficiency of a thermal engine on mars would actually be perfectly reasonable for a small engine (it's nice and cold there, perfect for high efficiencies). The issue is that you can't dump the heat fast enough, so your heat sink will get hotter, trashing your efficiency and reducing your cooling capacity (both of which exert downward pressure on your final power output in a serious way).
[1] https://en.wikipedia.org/wiki/Radioisotope_thermoelectric_ge...
Shielding on Mars could just be made from surface rock. or you bury the reactor in the first place. Radioactive waste (like the contaminated shielding) is probably a non-issue on Mars because there already is too much uninhabitable space anyway.
Anyway, such things are decades or centuries in the future. In the next decades, photovoltaic or other solar energy generation will rule on Mars.
[0]https://en.wikipedia.org/wiki/Depleted_uranium#Civilian_appl...