Neo-Nazis typically are deeply closeted and very much into gay/trans/femboy/furry/non-white porn. Projection: it's all they know.
For me, it just means you'll find the most eccentric personality combinations on the internet.
Smith’s cover is compromised!! We need a team to the white power rally bathroom for extraction!
80’s porn music begins
I'm not really sure either, I think it's either trying to say that furries and/or femboys are neo-nazis or that most neo-nazis are closeted femboys and/or furries.
I thought, without context, that the punchline of the comic was just pointing out the internet is a strange place and federal agents fighting hate crimes must do increasingly weird stuff to do their job.
Unfortunately the creator of this comic is a holocaust denier. One of his comic references RNG to come up with holocaust death tolls. I think this comic was just made to make fun of people fighting hate crimes, or to imply non-heteronormative people are neo-Nazis.
I understand this comic as you just said, internet is full of weired stuff. So personality combinations are messed up.