Answer:
Because the German Nazi party was trying to make the world what they thought was pure. So by burning anything (including the Bible because it was based off of a Jewish carpenter, Jesus Christ) un-German and anything they didn't like, they thought it would "cleanse" the world from "unpure and un-German" things.
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The Nazis did not burn the Bible. Many Old Testament values, such as no homosexuality and no masturbation, had a very firm grip on the Nazi mind.