Nazi Germany was not an empire. It was only called the Third Reich colloquially, same as the British Empire, which was actually a kingdom. This was because Germany, same as Britain, had conquered a vast territory and incorporated a myriad of different nations within their state. But Nazi Germany was technically a republic, despite being under the rule of a totalitarian dictator. Germany was an empire not in WWII, but in WWI, and that was years before the National-Socialist Party came into existence. These two periods should not be confused. The German Empire draws its tradition from the Holy Roman Empire of the German People, which existed from 962 until 1806. It was built on the tradition of Charlemagne's Frankish Empire, which tried to re-establish the Western Roman Empire. This was long before the Nazis and the Nazi party came to be after the German Empire had already been abolished.
I don't know how and why you would call the Rheinland Empire a Nazi state. Is it because they are German!? Not all Germans are Nazis, you know! What about the Kusari Empire? And the Corsair Empire? Are they also Nazis?