Banned from Australia? Well the governments tolerate abusive cults and neo-Nazis. The NSN hasn't yet made it onto the official terrorist organisations list over here. (No, I'm not exaggerating when I say 'cult')
Or if you meant banned from the event: it's because they were heavily involved in organising it in every state, they're effectively running the rally as a front. They're not going to ban themselves from their own rally. Mainstream outlets like ABC and The Age summarised this before the rallies, journalist Tom Tanuki has made in-depth videos detailing the evidence.

Agreed. A known leader of a neo-Nazi organisation registered a protest. The group have a history of registering events under false pretenses but there's no excuse for this one. It was obvious.
It should be.
But fascists know their worldview is revolting to the public and parts of it are illegal to plainly say. That's why they use pseudo-runes and sonnenrads instead of swastikas, talk about removing instead of exterminating, and protest around secondary positions like 'mass immigration' to spread racial supremacy rhetoric. They've been playing this game for a hundred years. Nazi speech is legal if you're careful about it.
The problem is what they're doing, not how they're doing it, and our law struggles to handle that.