It
is a good idea to have an idea of your character's background in the context of any production (so you can "react" naturally,) but that doesn't mean you fucking
invent shit that isn't
at all in line with what the story establishes in terms of themes and plot.
For example, if you wanted to play Adrian as gay, that's perfectly acceptable. Not only does Rorschach suspect this early on, but his idol was Alexander the Great (who is at the very least bisexual), and this also explains his
impeccable body and fashion sense.
However, making him a
goddamn Nazi is insane. Although it's fine that his
immigrant parents were Nazi supporters (and lets face it,
much of America was okay with what Hitler was doing before we entered the war,) he
himself cannot be a Nazi. Why?
Because that makes him just
another goddamned Nazi trying to take over the world, which makes any of the actual material from the comic worthless. His emulation of Alexander and other Greek and Egyptian rulers becomes nothing more than a Nazi with a fetish for ankhs and togas.
Now, I'll admit, it's
possible for him to be curious about the "leader" phenomenon because of what Hiter managed to accomplish, and this curiosity leads him to discover Alexander, someone who managed to build a world-class empire
without resorting to wholesale manslaughter and genocide.
But that's not what Matthew Goode was saying.