^^^lol, that's a great question
I'd suggest it's somewhat in keeping with the character of a contrary man who failed at everything he did before he captivated a nation (pretty much looking for a scapegoat post-WWI) with his own neuroses/obsessions?
whether he had Jewish blood or not, he was pretty damn afraid he did (eg: writing Nazi laws to exclude himself from the precepts).
What is known for sure is that he was abused as a child. By his father. That maybe perhaps had Jewish blood. It's not that far a leap to suggest he combined megalomania with his own psychological issues?