Hmm. Suppose you were building a nuclear locomotive. (Setting aside, for the moment, whether this is a good idea.) Would nuke→turbine→electricity→motor be more efficient than just using the rotation of the turbine to move the train?
This is only true for locomotives really. Diesel Multiple Units (DMUs) often use hydraulic transmissions. Here's an example railcar: https://en.wikipedia.org/wiki/V/Line_VLocity
That raises the question: are the Voyager probes (or anything with an RTG) considered Atompunk, or do they need random bits of sheet metal welded on to meet the aesthetic first?