And for the same reason holocaust denial is illegal in Russia.
As for Nazis being led by a Jew, that's easy to explain. Zelensky is a figurehead, like Biden, he's there for us and the cameras, he doesn't actually lead anything.
But don't they understand the people financing them are owned by Jews as well? Probably not, from their perspective they only see Russia/Chabad Lubavitch as their enemy, they don't pay attention to US politics.