All groups always think they are superior.
That is the way culture and instinct work.
But they are always wrong.
And it is not usually a problem.
The only problem comes when one groups that is wrong and arrogant, gets control over other groups, and harms them.
Like the arrogant and ignorant Zionists that harm the native Palestinians in the Mideast, because Zionist incorrectly think they are the "Chosen People" and that Palestine is the "Promised Land".
As long as the White Supremacist want to isolate themselves in places like Idaho, there is no problem.
The only problem is when they want to elect racist national politicians.