He's not the hero you think he is.
He's actually much better. When Captain America #1 came out in 1941, the United States had not yet entered World War II. In fact, many Americans were extremely opposed to going to war. World War I had been brutal, the country was in a depression, and many Americans felt that Europeans should solve their own problems. And unfortunately, many people were also anti-semetic and actually supported Hitler's terrible regime. There were some groups (like the German-American Bund, est. 1936) that felt that if the U.S. were to join the war, they should be on the side of the Axis.
Which is where Captain America comes in.
Joe Simon and Jack Kirby (the creators of Captain America) were both the sons of Jewish European immigrants. Growing up in New York, they both would have been aware of the German-American Bund's activities, as well as the hesitance on the part of the American people to join the war. So what did they do? They created Captain America, and printed a cover featuring the All-American Hero punching Hitler in the face. Not very subtle.
This didn't end quietly.
Nowadays, this cover looks kind of funny. But at the time this was SERIOUSLY scandalous. There were training camps and pro-Nazi rallies in Madison Square Park, so the political climate was not friendly (to say the least) to this blatant disrespect for Hitler. Joe Simon wrote to his son (via):
"Our irreverent treatment of their Feuhrer infuriated them. We were inundated with a torrent of raging hate mail and vicious, obscene telephone calls. The theme was “death to the Jews.” At first we were inclined to laugh off their threats, but then, people in the office reported seeing menacing-looking groups of strange men in front of the building on Forty Second Street and some of the employees were fearful of leaving the office for lunch. Finally, we reported the threats to the police department. The result was a police guard on regular shifts patrolling the halls and office."
Thankfully, the story has a happy ending. Mayor Fiorello LaGuardia himself called Simon to give his support (he was a huge comic book fan):