Neo-nazi nowadays just means "people I don't like and, or disagree politically", WH40K tends to push the envelope and it's edgy and over the top too, also being very conservative in its setting to the point of extremism (entirely justified in-universe), Blue sky (formerly Twitter) progressives not knowing how to separate fiction from reality tend to think and subsequently label the fans as "nazis" thinking they spouse the same ideology as the Imperium of Man (the "good" human faction). Is there Neo-Nazis among the fandom? Sure, but it's more of a "Moustache-man drank water too" kind of situation.