Yes they do.
In the case of the original Nazis, if Germany had been doing mass exterminations of Jews earlier on it would have been more obvious and Germany would have lost support. While concentration camps aren't the same as extermination camps, once someone's been put to work in a concentration camp they're usually dead in a few years anyway, so the end result is the same plus a few years of slave labour. While Germany was losing the war the Nazis were working overtime to kill people internally.
In the case of modern neo-Nazis, Andrew Anglin has said "I actually do want to gas kikes." https://www.huffingtonpost.co.uk/entry/daily-stormer-nazi-style-guide_us_5a2ece19e4b0ce3b344492f2