The dumbest argument that gets repeated over and over is when you call something like this stupid, hateful, and evil, to go "they have a right to do it shut up!!" Of COURSE they have a right to do it, and I have a right to point out it's stupid, hateful, and evil! That's how free speech works. Nobody has a right to say stupid things unchallenged, you just have a right to say them in the first place.
In this case, the KKK is a terrorist organization that has horrifically tortured and murdered more people than died in 9/11 and been party to much of the worst of this nation's history. It's fought tooth and nail to deprive a huge body of American citizens of their most basic rights through terror and spreading hateful lies. Al Qaeda has a right to meet and burn American flags on private land, too, and I'd support that right, but they sure deserve people pointing out how evil their ideas are at every turn.
Even if we imagined this WASN'T the KKK, just a bunch of rando historically ignorant people burning crosses for fun, it would be like a similarly ignorant group wearing around swastika designs because they used to be a symbol of luck back in the ancient world. It's still unacceptable. No one's saying they should be prosecuted to physically attacked, but they damned well ought to be told that their actions are unacceptable.