How Did the CIA Lose a Nuclear Device?

They aren't the only ones. Quite a few nuclear sources have been lost.

The Soviet Union used radiodecay thermoelectric generators with breathtaking liberalness. Radio relay links, lighthouses, nav beacons, remote weather sensors. Approximately a thousand nuclear batteries were made and deployed. The budget for their maintenance fell with the USSR. While a lot of them have been collected, there's still hundreds still out there.

In 2001 a group of men in rural Georgia [0] stumbled across one; unaware of the nature of what they found, they took benefit from the warmth of it on a cold night. Three were sickened and one died of radiation poisoning.

[0] https://en.wikipedia.org/wiki/Lia_radiological_accident