Judging at least by the Wikipedia article on Futurism, (it’s been a long time since art history), you’re right that the political history of Italian Futurism was more complicated than “the Futurists were fascists”. But it’s not a groundless claim, either. The Futurist Manifesto expressed ideas that anticipated fascism.
My point in bringing up the Dadaists was to point out that there were a lot of different art groups, that influenced each other, some of which expressed explicit political ideas, many distinctly antithetical to each other. So I wasn’t sure why you making a point of defending Futurism; I thought you might be using it as a general term for the overall trends in art in the first half of the century in Europe.