First of all, the Rosetta mission was a joint NASA-ESA mission, where NASA was in charge of providing the power supply. However, the US Congress pulled the funding on the mission and ESA had to do it alone. This was after most of the spacecraft was already designed.
Second, ESA never developed nuclear-powered spacecraft. Even though it is a policy choice due to the fears of blowing up nuclear material in the atmosphere, it is also reflection of a space agency created specifically for non-military purposes. While NASA is also a civilian agency, it has a strong connection with the US military and access to materials such as plutonium.
Third, different Nuclear Power sources in Space (NPS) have to be developed in order to guarantee the availability of the raw material. There is no point in developing a long-term programme based on rare or very hard to obtain nuclear materials.