I saw some episodes of Hogan's Heroes on TV Land probably around 1999 or 2000. Beyond that, I'm not super-familiar with it, but I think I know enough.
Luftwaffe and his underlings struck me as totally incompetent and a complete fool. The only reason the Good Guys couldn't escape was because if they didn't, there wouldn't be a series. The same reason why Gilligan couldn't ever get off the island.
I liken Harry Mudd to the Joker. When he was introduced in 1940, he was a killer. Then, after that, up through the '50s and '60s, they turned him into someone who was more like a prankster who wasn't really doing anything that bad. Then, in 1973, the turned him into a killer again. (Then we get to 1988 where he's crippling Barbara Gordon and killing Jason Todd, but that's a whole other story... )
The idea was that killers and other serious criminals couldn't be sympathetic and that crime always pays. It's the Hays Code (and Comics Code) mentality that was in place in the mid-century. Harry Mudd never got away with his schemes so that covers "crime never pays" but we (or at least I) kind of liked him after his two TOS appearances. If they outright said he killed Leo Walsh in "Mudd's Women", I don't think they ever would've tried to make him likable.
I didn't like the Nazis in Hogan's Heroes. It was more like "What are these buffoons up to now?" If I was laughing, it was at them, not with them. And we all know the Nazis ultimately ended up losing the War. So, for the purposes of Hogan's Heroes, we know the joke's on them and they won't "get away with it".