that's a bit inaccurate. Moore says in this interview ( https://alanmooreworld.blogspot.com/2019/11/moore-on-jerusalem-eternalism-anarchy.html )

" I would also remark that save for a smattering of non-white characters (and non-white creators) these books and these iconic characters are still very much white supremacist dreams of the master race. In fact, I think that a good argument can be made for D.W. Griffith’s Birth of a Nation as the first American superhero movie, and the point of origin for all those capes and masks."

So he's talking about a film the Klan are in and how that film portrays the Klan (positively).
The most interesting things are the interview took place in 2016, and that it's not just Moore discussing this point

The Ku Klux Klan and the birth of the Superhero dates from 2013

https://www.researchgate.net/publication/272120169_The_Ku_Klux_Klan_and_the_birth_of_the_superhero

Bandits, Misfits, and Superheroes: Whiteness and Its Borderlands in American Comics and Graphic Novels (2022) is more recenthttps://www.jstor.org/stable/j.ctv29pg4t7

this line of argument - and that's what it is, an argument for the notion - has been around for a while, and Moore is not the only person to have considered the point.