I do, but it's fiction. Fiction is not reality. Nor do I want it to be. I like to experience things in fiction.
Okay follow my logic here.
You want to experience fiction. ✓
Fiction is not reality. ✓
The game's creator is describing a (very negative, hateful) fiction that he believes will become reality someday due to his ideologies. ✓
You support the creator financially by purchasing his game. ✓
The creator goes on to create another game, piece of media, or grows more influential due to your monetary support to continue to spout his views. ✓
You have just now been party to spreading the word of his beliefs. This is how it works, yes? Indirectly you have supported his views.
Regardless of whatever happens with your purchase of the game, if even you tell some other people about how great it is (and how shitty the premise is as well trying to be truthful) that person might get the wrong idea and follow these beliefs, etc, etc.