He's a retard, he thought that's how you do a romantic salute (or he wanted some deniability) because he's not a nazi, be he wouldn't try that in Victoria, Australia, he's trying to appear to be a baste niggerino. 4D autistic chess.
A Roman salute is associated with ancient Rome. From what I understand there's no evidence they did it in the first place, it's a fascist symbol no matter what you call it.