The question of why the KKK burns crosses, well a few years ago I caught a Jerry Springer episode with who else, but a couple of white robed low lifes who would say "we don't burn the cross, we just light it on fire" OK, great answer. The reason for lighting the cross is to symbolize the eternal light of something 'er other. Some how displaying the eternal light on someone else's front lawn in the middle of the night dressed in white robes just isn't the good will gesture they make it out to be. It is to intimidate. And no, I usually don't watch Springer, it just caught my attention.
Like a few others noted, burning a cross on someone elses property is not free speech, but intimidation. Burning a cross on your own property, I guess is still intimidation. I don't like seeing laws that ban symbols or symbolic gestures, but the intent is pretty clear.
Also, did you know that most states have laws prohibiting wearing a mask in public. This originates from trying to stop the KKK from public marches and demonstrations dressed in their hoods and sheets.