Ehhh, depending on how you look at it. I always interpreted R'lyeh's descriptions to mean that it defied human laws of nature and physics, and was so grossly alien in appearance and scale that it bent reality in both a timespace sense and in the very psyche of its human viewers. This Nazi architecture, however, was conceived by the minds of men. Cold, cruel, and monstrous men, but men nonetheless.
That said, having played The New Order, I can safely say I'm glad this intimidating - yet strangely and darkly fascinating - architecture wasn't allowed to become the norm. This kind of thing on an everyday scale and basis would destroy any sense of oneself as an individual out of sheer terror at the size of it all, something we all know the Millennium Order was game for.