There are saints and Biblical persons named Joseph; it could hardly be abandoned because of one bad guy who owned the name.
Adolf, on the other hand, is not of Biblical origin, but German. Granted, there are three Saints named Adolphus, but I bet you never heard of them. I do know of Latin Americans named Adolfo - their countries were not involved in WWII. Neither was Spain, for that matter, and the dictator Franco rather favored the Axis powers, and I think the name Adolfo is still used there. It is still commonly used in Italy, I understand.
The founder of Adidas (German born in 1900) was named Adolf Dassler, but at some point he started using the nickname Adi professionally.
It might be considered child abuse to name an American child Adolf nowadays. But give it another hundred years or two, maybe it will lose its stigma.