Why did Lars join the organization? (spoilers)

I feel slightly confused and conflicted as to why Lars decided to join the Neo-Nazi group.

Throughout the entire film, it was obvious that he never truly felt or believed in what the others were saying. He knew what he was doing was wrong, and I guess I was disappointed that such an obviously intelligent, well put-together person could be persuaded to join such a despicable, bigoted organization. It just seemed out of character for Lars. Was he really that impressionable? Even his mother asked, "have you gone completely insane?"

I realize that he had just been discharged from the Danish Army for what may or may not have been true accusations, and because of that, he was probably feeling directionless and miserable. But I think turning to a hate group for camaraderie and support was a bit far-fetched for someone of his demeanor and upbringing.

Furthermore, his relationship with Jimmy didn't begin to develop until his involvement with the group was already well established, so I don't feel that he stayed to get closer to Jimmy. That happened purely by chance, and only then did things between Lars, Jimmy, and the Neo-Nazi organization start to unravel and did Lars start to truly rethink his decision.

Does anyone else have any insight as to why they think Lars went the direction he did? Was he maybe trying to cope with his own feelings of self-hatred by channeling that into hatred for others?