A march that obviously was against free speech and ended in beatings and murdering peaceful counter protesters isn't protected speech in many countries that are renowned for the freedom of their citizens to speak out against injustice and redress grievances.
Sweden, which is hardly a totalitarian state, takes hate speech seriously because it eventually ends in somebody getting harmed or constrains liberty of minorities. As it did this summer in the US. Our system is not proactive and waits for people to be harmed before the justice system steps in and many times, not even then. It's obvious that those Nazis were protesting for the right to kill and deport other people and I see no reason why we shouldn't look at measures proven to be effective at protecting liberty from those haters as a way to enhance freedom and democracy.
Agree that the rally was protected under the 1st amendment by Supreme Court Rulings. That doesn't make it right, it just makes it legal. You don't support the Citizen's United ruling by the Supreme Court. Neither do I. In one case you talk as if the Supreme Court ruling is immutable, in the other you cry out for the injustice of the Supreme Court's ruling. Just saying, the Supreme Court can be disagreed with too and citing them doesn't mean "end of story".