Scout is confused because Miss Gates has a rule for one group of people, the Jews, and follows another rule for a different group of people, African-Americans.
In comparing Germany and the U.S., Miss Gates clearly tells the class that:
Over here we don't believe in persecuting anybody. Persecution comes from people who are prejudiced. There are no better people in the world than the Jews, and why Hitler doesn't think so is a mystery to me" (Ch. 26).
Miss Gates obviously...
has no prejudice against the Jews, and has trouble understanding why anyone would. Yet Scout overhears Miss Gates tell Miss Crawford that the blacks are "getting way above themselves," and she's worried that they'll begin to start marrying whites. This is the same type of fear that Hitler advanced in his own speeches, and Scout is rightly perplexed as to why Miss Gates can have two very different views.
This chapter is yet another illustration of the hypocrisy and racism that exist within Maycomb, and we are reminded of how silly some of the arbitrary rules are that grown-ups have constructed when we see those rules through the eyes of Scout, who is too young to really understand the complexity of prejudice.