Nope, that's correct. Also, if you notice, you can hear the boom from a detonated/scrapped warhead anywhere on the map. The AI knows there was a detonation.
This was originally by design, although I might consider revisiting it if a lot of players don't like it. But basically, you can build up a stable of warheads at a planet if you want, but (as in real life), that comes with some risk of sabotage, accidental detonations, etc. And those things are a bear to clean up properly (as in, right now you can't). Thus there is some risk inherent in using a silo to build up a bunch of warheads that you don't need, because they might go off on your own planets if you are not careful with them.
If warheads could be scrapped for free by players, then the risk of the AI attacking and destroying them would basically be reduced to just whether or not the player could quickly scrap them before the AI players reach them. That's just a twitch mechanic, or else encouraging players to pause, scrap, and then unpause when attacked. Warheads are meant to feel volatile and scary, and with this sort of mechanic they do.
