This is a sci-fi short story I read years ago. For the life of me can't remember the title. I've had no luck on Google so far. It appeared in an anthology.
I read it around 12-15 years ago but it's definitely older than that. It might be anything from 20 to 60 years old, but I think it's more likely that it was from the '50s or '60s. The setting and the bomb theme remind me of the paranoia that permeated American society at the apex of the Cold War.
Scientists find a mysterious alien man, but he refuses to talk to them. He just smiles and acts contemptuously. When they provide him with pen and paper, he doodles some device. When they build it it explodes. It was a bomb. They had built a smaller version of it so it didn't do much damage, but it was an incredibly powerful bomb. Turns out his civilization is so advanced, and his people so much smarter than earthlings, that drawing a bomb is like drawing a kettle to him. He was toying with them. Eventually he has a seizure (he's allergic to something that is commonplace for humans, can't remember what) and dies.