Compared to Trent Lott, it's shocking that this guy isn't being hung out to dry. Lott said something insensitive at a tribute to an elderly reformed bigot.
Trent Lott endorsed segregation. Unfortunately, we don't know what Scalise said to the White Supremacists. All we know is that he spoke to them. Do you seriously not see a difference? I don't condone speaking at White Supremacist rallies, but addressing these fools isn't exactly the same thing as endorsing their ideas. It's enough reason that I wouldn't want him in my party's leadership, but the Republican Party clearly feels differently.
A politician being introduced to new and controversial organization can do (or instruct staffers to do) some vetting of the organization. Occasionally the organization is able to conceal some questionable purpose (such as being a Communist front) before one attends its function. So in such a case it is left-of-center... but of the 'wrong' part of the Left. A sleazy club might organize an ad-hoc group that calls itself the "People of (insert name of locality) for the Defense of the Bill of Rights". The right under challenge proves to be the right of the owners to have waitresses show their bare breasts while taking orders for and serving overpriced liquor.
Oh, so it is not about protecting the right of a Vaclav Havel having a rough time with the authorities?
You can walk out on it. You can make your speech but make clear that you express that you have been snookered.
For an apolitical situation, suppose that you are a Professor of Economics at (insert name of institution). You are invited to make some pleasant speech at what proves to be a financial rip-off. The business model suggests that the only people who can Get Rich Quick are the organizers who fleece persons attending with basically a Ponzi scheme. Of course if you have any sense you will leave early... and notify the appropriate authorities. If you don't, then the supplementary income that you get will get you in trouble with the Dean of the Economics Department. You will lose your tenure and your job, and you will need a new source of income -- like working in a "stop and rob" gas station/convenience store even if you avoid prison time for participating in an illegal scheme.
...Everybody in Louisiana had to know what David Duke was for. Steve Scalise could have vetted a group called "Euro-American Unity and Rights Organization" and discovered who was involved in it. Instead the organization with David Duke vetted Scalise and found him a willing fellow-traveler.
Steve Scalise has showed himself a fellow-traveler of a fascist who left Nazism and the Klan only because he found how fruitless an association with despicable groups would hurt his ability to attract supporters and raise funds.
The Republican Party has enough potential leaders of the House, does it not? It could have found someone less controversial in his associations.