The vampires are actively following real world atrocities and killing people that won't be missed. Mass murders of black southerners aren't paid attention to because everyone assumes the KKK did it. Before that, the head vampire killed remote farmers that would be assumed killed by the Choctaw. And before that he was killing the Choctaw, which would have been ignored by white authorities. The Irish background of the head vampire also hints towards hanging out around unrest there before coming to America. Their trail of victims is all marginalized people that wouldn't be investigated.
The KKK scene isn't 100% necessary to tell this part of the story, but it's a great way to show it head on rather than just imply it. Especially because it spells out that the KKK wasn't just coming to stop the twins or burn down the building. They were clearly ready to cause a violent massacre, the same as the vampires.