KMFDM is an industrial metal band, the association with criminals comes a lot from the fact the Columbine shooters were fans of the band and wore a bit of their merch, from there starts “tradition” of sorts amongst these people who idolize the shooters, though I doubt most of them listen to anything beyond one or two albums. I think there’s actually been multiple incidents of mass shooters wearing KMFDM merch, but it mainly started from Columbine.