Most waste doesn't give off very much heat unless you get enough of it close together to get a chain reaction going. A lump of stuff radioactive enough to kill you in minutes barely produces enough heat to get warm. So you have to get a chain reaction going if you want to drive a steam turbine with it.

But if you get it a little too close together, it goes boom. So for all the reasons that nuclear reactors are expensive, a waste heat generator would be larger and at least as complex.