They already have zombies I believe. And equating Luther with the KKK is unhinged.
Playmobil's strength (imho) is being cultural, and religion fits right in with that. Nativity sets, crusaders, Christmas, etc. - perfect fits.
Seeing as Playmodb lists no fewer than 93 sets in the Christmas theme alone, I don't see how any reasonable case could be made that such sets aren't properly part of Playmobil. It's like thinking pirates aren't an appropriate theme.