Yeeaaah, they've never dodged his past
That's Marvel's doing there, not Sideshow's. They've done Nazi figures before. But Marvel tends to shy away from the Red Skull being a Nazi. Yes it was clear he was a Nazi in Cap 1 but they never actually showed him in anything other than that faux SS uniform in the beginning to truly show he was a Nazi. They've tried to focus on Hydra rather than his Nazi past. I've always felt him being a Nazi is what made him such a good villain. Cap was created to fight against the Nazis. He's a historical character and I don't think they should be trying to deny parts of that history to make it more 'family friendly.' So I was quite pleased with how Skye made it crystal clear what he was