Yes and no. First of all, there is the problem of which "evil empire"? Nazi Germany? Imperial Germany? Fascist Italy? Imperial Japan? Soviet Union? Modern Russia? British Empire? Red China? well ... that covers a whole lot of world history, and world firearms.
Collecting does not necessarily mean condoning the "empire" behind the weapon. If it did, then I would have no AKs, SKSs, Mausers, Mosins, Arisakas ... or pretty much anything except my Garand and Springfield.
On the other hand, I will reject a firearm on more narrow criteria. For example, about 20 years ago, I acquired a kar98k rifle for about $250 (vet bring back). It was absolutely crusted in junk. I cleaned it up and there were not just waffenampt markings, but two death's head runes. SS rifle. The feeling was visceral when I saw that - like a punch in the gut. Yeah, it was a hell of a find for what I paid, but I quickly found a serious collector to take it off my hands. I just didn't want it in my house. OK, I sold it off for 10x for what I paid for it, but I'd like to think that I invested the proceeds in good things.
But the point of this little anecdote is that collecting can mean different things to different people. And while in general firearms are reflections of history, some very specific firearms have a historical context that I'd prefer not to have in my collection - in a museum, fine ... or someone else's collection, fine. Just not mine. Just my own preference.