My view is what on Earth is the point in criticising fictional characters? What meaningful debate is there to be had by asking whether a character who is nothing more than lines in a script would or wouldn't have joined the Proud Boys?
Dwight would do whatever the writers told him to do by virtue of the fact that he isn't real.If they wanted him to open the Scranton chapter of the Hitler Youth, he would have. At the end of the episode he'd probably have learned a valuable and hilarious lesson and everythng would be back the way it was so they could do it all again next week.
There are plenty of real life evils to criticise and hopefully fix, including in all of us. Let's focus our attention there. Cultivating the notion that we can understand real life behaviour by pointing at cariacatures, is why we've become so bad at recognising each other's humanity and having functional conversations.