He's not actually a bad guy: he got the swastika in prison because he joined the Aryan Brotherhood inmates out of necessity to improve his odds of survival (he never got it removed so that serves as a reminder to stay on the straight and narrow, and normally hides it with bandaids); the confederate flag is there because he's proud of his southern roots (without being pro-slavery and anti-non-whites), and the shaved head is out of support for his buddy who's having a rough time dealing with chemo. As for the firing range posters, he's a professional sports marksman.

I'm reminded of that one black guy who went and befriended 100 members of the Klan and got them to reconsider.