The Exorcism of Emily Rose is based on the real story of Anneliese Michel. In the real story, two priests claimed that there were six demons including Adolf Hitler, Judas Iscariot and Nero. But in the film version the six ghosts are Cain, Nero, Judas Iscariot, Legion, Belial and Lucifer. Why did they not use Hitler's ghost?
I would guess that the most likely reason was to avoid the possibility of causing upset or offence. Hitler's actions are still within living memory and some people (mainly in Europe) are very sensitive about the issue and do not even like discussing it or even having it mentioned.
Sometimes it is because their families might have suffered in the atrocities and sometimes it is because their families might have been involved in inflicting it etc. Whatever the reason it is usually best to simply avoid the issue unless you are going to handle it in a very specific way. That is not the angle the film makers wanted to go down so they avoided it entirely, it is not as if there are not plenty of other horrible ghosts you could use.
For example in Germany a friend was stopped and questioned at an airport because a tattoo he had resembled (if you squinted) an eagle symbol which is associated with the Nazi party.