It might be because the flip we had over here with Democrats and Republicans in terms of social issues. The left was for big government and used to support slavery and Jim Crow. It all more or less changed when FDR made his New Deal and it sorta flipped. It finally was done with LBJ broke off Jim Crow and Republicans gained the white vote.
So Nazis, at least Neo-Nazi's here in the US, want smaller government but also want social issues that are radical on the right side.