It's one thing to filter a band of EM radiation and to choose which molecules to inhale from the surrounding air. Well, it would be actually plasma in the center of a nuclear explosion - and I'm pretty sure you'd be dead if you took in much of that.

In episode 14 of Index, Accelerator already lamented he had troubles breathing after the dust explosion of his own making. And that's a tiny thing compared to a nuke. His escape would also be slowed down by acceleration, of all things. After all, it's not speed which harms the body but too fast acceleration or deceleration. And who knows, considering how fast a nuclear explosion is, he might not even have the time to filter anything at all. He could be dead before he knew what happened.

Edit: You guys also forget he's currently a half-vegetable only functioning with the help of the sisters network. He couldn't stop one ordinary bullet when he was concentrating on Last Order. So, what makes you think he could concentrate on repelling all the EM and other forces from a nuclear explosion, choosing what to breath or not to breath, very quickly escaping from the site (without seeing anything)... All at the same time. He already proved he couldn't do too much at the same time.