It's a bit less simple than the MSM simply not covering this at all, or that the Millers were actually leftists.
First, as the quoted blog post indicates, the source of the story is CBS in Chicago. IOW some local MSM folk are digging and covering the story. AFAIK, the national MSM are not. The national story vs. local story angle is being gamed by the national MSM.
Second, the Millers did stuff with lib/Prog-oriented groups and with conservative-oriented groups. The Millers don't fit in the liberal-conservative continuum. They were ragpickers who picked and chose what they liked from whatever source. The Millers were violent anarchists - in the sense that they hated governmental authority entirely - and had sympathy with anyone in conflict with authority on the point of conflict.