I'm aware of that big rally that they staged at Madison Square Garden in February 1939. Those jerks were availing themselves of the First Amendment, which, in general, protects unpopular speech.
You have to realize that the US maintained essentially normal relations with Nazi Germany at least until after the outbreak of WWII in Europe in September 1939 and President Franklin D. Roosevelt had yet to do anything to put the US on the side of the Allies when that rally was staged. So there was no implication of treason in the Bund event.