It's a bit of a tricky one, in my opinion - with the proviso that I am on your side of the pond, so might not get all the implications. I would check out this fellow's on-line presence to get a sense of whether you're likely to become identified with his politics by being associated with him. Assuming that you do not support his politics, you do not want your music used to support his politics. If you get the sense that your music is being used for that purpose, then you should get the vids pulled, IMO. If, on the other hand, there is no propagandizing evident on the youtube pages, there may be no harm in it. He certainly would not be the first fascist or bigot to have good taste in music (disclaimer: haven't heard your music yet!).

It might be of value to read whatever comments have been added to the youtube sites, under the clips.