The problem being that no government has a true democracy. A true democracy would never work, the same way communism just doesn't work - people are too fickle to govern as a mass body, for which reason there are prime ministers and presidents, and on another level, the Congress and Senate, and the courts.
OK well, that has nothing to do with what I said...
You actually don't have the right to threaten people in the U.S. You can get in big trouble for it. A viewpoint that is as good as a threat towards a group . . . tricky grounds there.
The KKK mostly marches around talking about white pride. If they make a real threat against a specific person then that's one thing, but you can't outlaw them saying white people are better than black people, or even that black people should leave the country/be slaves/die. That's not a threat. A threat is saying to somebody, "Leave town or we will lynch you." And they don't do that because they don't want to get arrested. And it's not illegal for them to think white people have the sun shining out their ass, so the rest of us put up with it, because it's better than giving the government the right to outlaw certain opinions.
But what is their viewpoint? "All black people must die"? How is that not going to become violent?
First of all, I don't really think that's their expressed viewpoint. Wikipedia could probably tell you more but either way it's irrelevant, because second, even if they think all black people should die, it's not illegal to think that, or to think anything, or to SAY that you think it. Once they start actually actively inciting riots or making death threats or damaging people's property or harrassing someone, then that's a crime and you can prosecute them. But you can't shut them down for voicing their opinions. Hell, there are lots of right-wing radio talk show hosts in America that make their living talking about how liberals are horrible and hate America and are all Muslim terrorists, but that doesn't even count as inciting violence and the KKK is really no different.