As of 1933, there was still widespread concern that communism/Bolshevism would spread westward from Russia and Fascism took off as the opposition to a communist party in Germany.
That was how Hitler came to be voted into power. Classic case of democracy delivering what the public perceived to be the "least bad" candidate. They had little idea of the developments in the buildup to 1939.
Presumably, some people in Britain saw Hitler as a bulwark against communism and had some level of support for this new, alternative philosophy (nicked from Mussolini, by all accounts). From what little history has filtered through (how many kept their political sympathies under their hats?), we know about Moseley's brownshirts, the Mitfords and the Duke of Windsor.
No one we actually care about basically. Every other sympathiser has retained their anonymity.
I knew nothing of politics at age 6/7 and it would be unreasonable to project support for a political movement to the queen, at that age. By all means question what on earth her uncle and mother thought they were doing but, being 1933, mum and Liz's side of the family were not expecting to be on the throne, in later life and thus their behaviour, in public, was of a more relaxed, uninhibited kind.
The issue of the raiding of someone's home movie collection is more of a story than this, imho. However, I still appreciate being let in on this hidden historical detail.