Interesting. I had thought of "We may have to fight another war" but not that it would be too hard to dig a very big hole and bury them under a mile of concrete. (Do with them whatever we do with nuclear waste - granted we didn't have much nuclear waste in 1945)
We should also note that a lot of these weapons -- particularly, the ones seized from the Nazis -- were advanced beyond the technical understanding of the generals who'd seized them.
These bombs and rockets, including their chemical propellants, oxidizers, and payloads, were designed by the world's top rocket scientists, in an era where perhaps a few dozen of those people even existed. Disposing of these things safely and securely would have been a bit like disposing of some alien death ray that turned up in the Arctic permafrost.
Add to this the fact that most of Europe was a bombed-out husk in the aftermath of the war. We're talking entire countries reduced to Third World status. We're talking nonexistent transportation infrastructure. Civil unrest. The threat of riots, uprisings, and invasion on all sides. Factories and assembly plants blown to rubble. Millions of the Continent's best, brightest, and most capable workers annihilated or driven off. Most of the Continent's brain trust being frantically courted by either side of the emerging Cold War battle lines. Total chaos, more or less.
Even getting our hands on enough cement to bury the weapons might have been difficult, given resource and time constraints.