But that is exactly where I get the tonal whiplash from. The imperium is a comical satire of fascists lead by an evil wizard, but Andor attempts to make some real life commentary and "serious" storytelling in this setting. I am not saying the full series is bad because of it, I very much enjoyed it a lot, but there were moments especially in the second season where I just got tonal whiplash because of the evil wizard and his clown possé contrasted by plotlines inspired by real historical events.
I don't see it as "tonal whiplash" because fascist dictators are often insane clowns (not the good posse kind).
Just look at Hitler. An absolutely weird freak. Even if we ignore all propaganda and only look at we know as facts, what he said himself, what people very close to him said, he was absolutely an enormous weirdo and had very strange and irrational beliefs. And he was openly mocked by a lot of people as
obviously a total loser freak at the time, in public (c.f. Chaplin's The Dictator, but also just a lot of media commentary re: Hitler from the 1930s - there was plenty of "He's a smart guy, see!" too but like a lot of "LOL this loser"). And he repeatedly either originated or signed off on frankly obviously insane and stupid military projects, much to the extreme frustration of Nazi leadership around him. I feel like Hitler would 100% have signed off on the Death Star.
Or for a less extreme example, but also an insane person, look at Mussolini, a man who immediately drank all his own Koolaid, and then went out and bought more, and was basically genuinely believing he was "reviving the Roman Empire" (bloody hell) and so on.
Even Franco was a freak, he was just a lot more sane than those two, but still eventually wildly self-mythologizing, a lot of strange ideas that no-one dared contradict, and so on. He ruled a lot longer because he had the sense to stay out of WW2 militarily and to keep most of his fascism inside Spanish borders (because I would argue, he was a lot more sensible than than many fascists, and hadn't drunk his own Koolaid initially, though he kind of did later on).
Not every fascist leader is a freak-of-the-week, but if you're a total freak, you basically need to be a fascist dictator, a king, or similar, or you won't be in power long.
Palpatine manages to keep most of his being a freak under wraps which helps him a lot.