I don't know in the Us by you, but here in Italy we have a sort of allergy to neo nazis. Fascism was one of the worst pages in our history, and we donì't like to remember it. I'm not saying there's none who as fascist ideas. Just 2 examples: our Prime Minister Berlusconi once stated out that "Mussolini has never killed anyone". Of course: he was too smart to do it with his own hands. But anyway...
Second, Mussolini's granddaughter is a politician, and she defend her grandpa's political ideas. But anyway, mood prevaling in the 40s was anti fascism, so Mussolini was hanged and i really don't know what became of his body - none has never told about it, as far as i know.
This is to say that i have problems understand people who goes in "pilgrimage" to a nazi's tomb.
As you stated out before, and you're right, Hess was captured before the worst moments of the war; but i really shiver thinking that a person like him (even if he hadn't nothing to do with the war, e remained a nazi, whose ideas i find atrociuos) could have been buried as a Christian. I'm sorry if i sound really puritan, but half of my family has been detroyed by fascism, and in my mind nazism is even worse, so i really can't bear it.