Because Nero didn’t have an adoring Media.
Because the Soviets eliminated religion without any pretense.
Because in Nazi Germany...um...well you got me there.
The Nazis somewhat successfully co-opted both the Catholic and Lutheran churches and installed priests and bishops friendly to fascism, IIRC. That may be his next move, although in some cases the work has already been done for him.
Because in Nazi Germany, most churches supported Hitler.
Except for D. Bonhoeffer, and a few others like him.