What's wrong with that assumption? There are some efficient mechanisms that evolution hasn't invented because they could not be reached by a series of gradual refinements. The wheel has long been said to be one of them, but I guess now we know that that's not strictly true. But nature's wheels are all very small and are bound to remain small because of their purpose, even though many organisms could benefit from large wheels.
It's true that replication is evolution's specialty, but maybe the initial construction of grey goo would require some specialized environment that doesn't naturally occur. Nuclear bomb isn't so complicated that evolution couldn't figure it out, for example, but it didn't and won't anytime soon.
If course, neither of these evolved though biological mechanisms, though, but they did arise in a natural environment. I find it difficult to imagine circumstances under which evolution would "figure out" a nuclear bomb - ie, I'm agreeing with your point that evolution usually requires a series of gradual refinements rather than a big jump forward.
Well, we already have "grey goo": microbes. They just can't convert everything into more copies of themselves, so it's not like all matter on earth is going to be consumed.
Also, all a nuclear bomb requires is enough fissionable material in a small enough space that the reaction is run away. I see no reason to suppose that a spot particularly rich in uranium (or other such materials) couldn't get squeezed hard enough to explode, or that a critical mass somehow formed by natural processes (particularly those which put it under very high pressure).
I suspect that the reason we haven't observed this happening is because most of the material is not present in concentrated form and because it decays over time.
But just so you know, people have accidentally assembled critical masses by hand. There's no special magic to it, other than getting a large enough quantity of suitable material in the first place (which is really, really hard). You can read some of the scary things that happened here:
The nuclear bomb was a needlessly confusing example--I could have just mentioned explosives in general. Evolution is all about weapons, and explosives make for damn good ones, and it's not hard to imagine a realistic organism that uses them, unlike a nuke-wielding organism. Only I'm not sure that no organism uses explosives. I was already wrong once today about what nature can't do!
How useful is the wheel without roads? In terms of mpg efficiency, weight efficiency, and off-road capability, the wheel seems comparably less efficient than evolved legged locomotion. At least for the purposes that are more important for animals.
I suspect InclinedPlane was...well, thinking of surfaces other than inclined planes. Some terrain can be crossed with legs but not with wheels (of comparable scale). I assume he was talking about that, rather than making a quantitative comparison across flat surfaces.
I don't have any specific numbers, unfortunately (it's hard to find mpg ratings for oxen, for example). However, if you can provide an example of a 1 horse power wheeled vehicle which can take 1 to 2 passengers plus moderate cargo across more than 20 miles per day of rugged terrain including shallow streams and rivers and can be powered entirely by resources obtained in situ then I'll cede the point.
According to a biologist friend, the biggest challenge in working with genetically modified organisms is keeping them alive. Even in a sterile lab they generally end up getting exterminated by native organisms.