I think it's not only film makers but all kinds of artists who find the Nazi era and the Holocaust in particular so rich for exploration. One man it seems was able to change the course of history simply because he hated one race. Hitler's ideas and solutions represent the lowest point for humankind and I think it's this that attracts the artists and thinkers.
By making films about World War 2 we're exploring that time period and trying to understand or make sense of it all. Movies are a relative new way of getting inside human nature and whilst some are sensationalist others are genuine attempts to get a handle on Nazism and its birth.
I understand your question - there are other foul deeds done world wide that need to be looked at and made into film and story. Yes indeed. Too many, unfortunately.