It's not like criminal mastermind = neanderthal; the whole idea behind Nucky is that he's just hypercapitalist, just like the robber barons back in the days he will dip into criminal activities not out of glee but as a matter of business.

Him liking darkies; growing up as a poor irishman, isn't too out of the reach. And considering how he's got a hardon for his dead wife years after the fact, neither is him showing sympathy for women