Personally, I have a handful of figures for historical significance whether they be WW2 Germans, terrorist, US Presidents, etc.
Also, they pair well in dioramas with other fictional figures - you can recreate the Indiana Jones: Last Crusade scene where Indy accidentally bumps into Adolf and gets his autograph.
Also, people collect just because the outfit or accessories looks cool, not because they personally identify with said historical figure - there are so many that have committed atrocities through time (Genghis Khan, Caesar, etc) but I believe most collectors compartmentalize the figure from the actual historical person.