Yea, I think you raise a good point, you might not convince someone they are wrong, and maybe that's not really the point, its to convince everyone else more than anything. As a few comedians have pointed out, there are real Nazis living in america, like 7 of them, and they hold no political authority, so its best to simply expose what they are wrong about. Debate what you hate, if not for your opponents sake, for everyone else's.
Moreover, I kind of appreciate when I hear someone who says something I'm wildly against and is outside of the norm. When there is a person that's capable of living outside of the range of acceptable political views, there's a chance you get a Galileo, there's a chance you get someone who hates you for your immutable characteristics; the fact that you have neonazis is kind of a defacto demonstration that you can still hold a wildly controversial opinion, and that no amount of social conditioning will breed that out of humanity.