Notably, the game subverts the usual portrayal of these as it's shown both men are weird for being both nobleman and Nazis.
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Cool House: Baron Zemo lived in a castle which was also refitted to be a massive Nazi military base.It is possible that the figures in the game are previous holders of the titles related by blood or that the modern versions have simply chosen to follow in the footsteps of their forebears. The events of the game cannot be canon with the MCU proper, which has since introduced drastically different versions of Baron von Strucker, Baron Zemo, and Madame Hydra.Hydra has yet to completely split from the Nazis, as they do later in the film. The game appears to be set in the midst of the events of The First Avenger, after the breakout of Bucky and the formation of the Invaders but prior to the events of the film's climax. Here, he's shown to be a member of the Nazis still. The Red Skull has broken with Hitler in the movies and formed a third faction in World War II.