How do we have none by our existing nuke plants?
Most were built before we started building nuclear reactors (pre-WWII). Also, these smelters are all located on major navegable rivers since they need barge access for bauxite and petroleum coke, whereas nuclear power plants can be located near smaller rivers or by lakes since all they need is a water source.
On top of that, only Alcoa runs their own power plants, and those obviously aren't nuclear since that's a regulatory can of worms they probably don't want to get into. Century (to my knowledge) buys from the market, and the mix of energy utilities like Constellation Energy or Santee Cooper would provide can include renewables, gas/coal, and nuclear at a special bulk rate, since Santee Cooper sources energy from several nuclear power plants upstate in South Carolina.
Basically even if you built one of these smelters next to a nuclear power plant, the benefits wouldn't really matter unless you either own the plant and are able to run your smelter cheaper than the massive upkeep a traditional nuclear fission plant would require, or are able to work out an energy deal that's cheaper than just buying from nearby hydrocarbon plants. Distance is largely irrelevant compared to the cost of the energy. This is why the most cost-effective aluminum smelters are near hydropower or geothermal energy sources, since those cost next-to-nothing to run.
That said, those new small-scale nuclear reactors that have recently gotten approval could change things. Outside of aluminum, steel producers like Nucor have been interested in building their own small-scale reactors to power their electric arc furnaces, giving them both energy independence and the right to say they're making "green" steel. We could do something similar for aluminum smelting, because the biggest problem with nuclear is the regulatory and cost nightmare involved with building an old-school nuclear power plant.