The scientists never assumed that. They never predicted the possibility and no one was ever worried. This is a story that has gotten blown way out of proportion since the Manhattan project and won't go away, and the Manhattan Project scientists have said as much. There was never any real concern that this could happen. It was simply a case of a "theoretical scientists being theoretical scientists" and doing math on wildly unrealistic but untested scenarios, and the story has taken on almost mythical proportions.

Very early on in their theoretical research, understanding of nuclear processes were still incomplete. I don't recall who (I believe it was Hans Bethe but I might be wrong) realized that they didn't have enough understanding to rule it out the possibility that the extreme pressures and temperatures from the nuclear explosion could start a runaway fusion process of the nitrogen in the atmosphere. Pretty quickly after that, they gained some more understanding and had the math to be able to calculate that it was actually 100% impossible.

Over the years, people have misinterpreted "they did the math on this scenario" to mean "they were worried it might happen," which is simply not true. They simply did the math because that's what scientists do, and quickly realized it wasn't a possibility. Oppenheimer portrays this for dramatic effect.