FDR did a lot to expand government, but he was far sighted in his understanding of the Nazi threat in the 1930’s when conservatism was isolationist. Government may (and I’m afraid probably will) continue to expand and degrade freedom, but the Nazi’s almost certainly would have become the world’s imperialist master if not effectively opposed by the British Empire, Russia (after they were attacked), and the United States.
It is interesting to note how conservatism after Wilson was very isolationist until WWII, and that the isolationist wing of liberalism (which isn’t mainstream among their politicians, but is among their Hippie base) didn’t really have influence until 1968. That being said, Robert Taft (the leading conservative from FDR’s rule to his death in ‘53) was fully supportive of fighting the Nazis and the Japs after they openly declared war on us. If he knew what FDR knew and was President during the 30s, Pearl Harbor probably would not have happened. FDR’s support of eradicating the Nazi threat may also come from a more sinister perspective, that of wanting to eliminate Stalin’s main enemy so that Communism could flourish.