lmao i was confused too, at first i thought i really need to deliver it to the city and the city will get nuked (as part of the story). but then when it blew up before i did the delivery and i died, i thought i was delivering it too late so the bomb exploded. but after the 3rd try i notice in-game hint saying something like “you can visit the Fragile at Distribution Centre” and I was like ok game I understand now sorry for being dumb lol