This is supposed to be kind of an deconstruction of the "Nazi base in a remote location (e.g. Antarctica, or even the moon) has survived until today"-trope. In this case, the base did indeed survive the war unharmed. But at some point between back then and now, they all died anyway!
A long time ago, I heard about Nazi basements on Antarctica. The news reported Nazis was doing a supernatural researching there... I don't know what to think about it XD
A good start!
Now what's got Kanny so frightened?