The short answer is that Nazi wannabes aren't in jail for their racist bullshit for the same reason a wide swath of the ctrl-left isn't in jail for various instances of eat the rich bullshit and guillotine nonsense.
Long story short, advocating violence in general is still protected speech. A lot of people like to quote "clear and present danger" while ignoring that it was replaced in the 60's by a test of "intent, imminence, and likelihood."
In other words, advocating violence against martians in general is still considered protected (and for good reason, as it covers a massive amount of ground a lot of people aren't considering). But a call to "kill that bunch of martians across the street right now!" would be a prosecutable offense.
And while some of the madam defarge wannabes are getting as disturbing as they are fucking annoying about it, I personally think it's a good tradeoff.