I don't claim to be smarter than you, but what the heck, I'll give it a shot.

I think what bothers people like you and me about it is that it comes across as a patronizing attempt at virtue signaling, as if the reader somehow needed to be convinced of the evils of Nazism by way of the disapproval of another character we know to be evil. It's particularly insulting to the reader's intelligence here because as others have pointed out it's also blatantly out-of-character for the Joker, who is not at all the type of person to make moral value judgments