The nuclear part of the reactor is slow to react to control input. Even when completely switched off it produces hundreds of megawatts of thermal energy. This is what doomed the Fukushima reactor. After the earthquake it was technically switched off, but required a lot of cooling as the nuclear reactions continue to go on even with the control rods completely extended. But with the failure of the power supply there was not enough cooling and the reactor eventually melted. Theoretically it should have been possible to passively cool this reactor, but due to operators mistake, one important valve was in the wrong position for that.
Beyond shutting down slowly, nuclear reactors are even slower to start up again. So after a complete shutdown it can take up to two weeks to put a reactor back into full production.
It is conceiveable to build nuclear reactors which are a bit quicker to ramp up and down - I guess more like the reactors of nuclear submarines, but our existing reactors are not suiteable for that, as this was not a requirement when they were designed. They were designed to be combined with quicker providers like gas and water plants.