A very large part of that is because wartime research is obviously focused on producing a working device. Admirals and Generals don't want to hear about how peer reviewed your theoretical physics paper, they want to know when they'll be getting their operational nuclear device. They want to know how soon you can have a working prototype for showcasing and how soon after that it can be put into mass production. So they keep throwing money on research groups that can show a pretty enough powerpoint presentation and who can woo their audience.
Huge amounts of money were "wasted" during WW2 on projects that were never going to bear fruit within a reasonable time frame, for example the German transatlantic rocket propelled bomber. The inventor knew that it would not bear fruit in the next 20 years or so at least but he told Hitler and the generals that it would be operational soon and no peers were around to tell them otherwise, and so they threw money at him until they were defeated. It's one of the reasons Nazi Germany was defeated, they wasted huge amounts of resources on unfeasible or outright impossible projects such as the Landkreuzer P 1000 Ratte which was set to dwarf even the already incredibly impractical Panzer VIII Maus.
But yes actual scientific knowledge of value other than the resulting device(if a device was even produced) is created during wartime and when the war is over you can go about getting it peer reviewed and all the other niceties of traditional empirical research but when the war is in full swing the only thing anyone ever cares about is producing weapons, preferably working weapons.