Relating to the countries or nations there was no “we” and no “they”, as you suggest, but there were a “we” of powerless people (99%) and a “they” of powerful people (1%) who won the war, became more rich and more powerful by the war.
The people didn’t want war, the governments wanted war - sooner or later and more or less - because they had to want war at last.
Germany’s enemies did not primarily fight the Nazis, they primarily fighted Germany. And that was not merely an allied goal, but as well or probably more a nationalistic goal because fighting Germany was a chance to become rich, thus more powerful, namely to become the world power. Until 1945 Germany had been the one and only rival of the USA, in the matter of world power which the British Emipre had already lost during the World War I. Besides: the USSR at that time was de facto still a part of the Third World.
If the USA had not got e.g. the German technician and rocket engineer Wernher von Braun and his crew, there would never have been any landing on the moon (except a German one). Wernher von Braun was a Nazi - have you forgotten that? -, and after the World War II he was blackmailed: „either you help the USA or you will be put in prison“! His crew were also blackmailed. They all prefered to help the USA because they did not want to be jailed.
Other German scientists, technicians, engineers etc. were treated similarly - not only in the USA, but also e.g. in the USSR.
In the Second World War the powerful 1% fighted against the powerless 99%, and the powerfull 1% won - as always.
Globalism is nationalism in global dimensions. So on the one (quantitative) hand we currently have more nationalism, and on the other (qualitative) hand we currently have a different nationalism, namely a global one.
So in your thesis (“Why the Nazis actually won…”) is much truth, if you don’t separate globalism from nationalism / national-socialism because gloabism is nationalism / national-socialism in global dimensions.