That is odd. I know that during the war in the Pacific the Japanese were extremely careful to avoid having the vastly superior longlance torpedoes fall into the hands of the Allies. They would go to great lengths to search for and recover lost, unexploded torpedos that were in shallow water. It seems like a command-detonation options would be very useful in this regard.
Well, I can guess at a few reasons. 1. As mentioned elsewhere, the radio signal path loss through salt water is astoundingly high -- I did the math once. 2. WW II era radio technology was bulky, and did not work well on batteries -- vacuum tube filaments eat a lot of power and the plate supply requires a high voltage battery. 3. WW II era radio technology did not have encryption built-in -- it would have been pretty easy for the enemy to signal the torpedo to blow up before you launched it, which would kind of ruin your afternoon.