They often complain that it's a disgrace to history, and that the characters are offensive. The percentage of idiot fangirls who relate all recent tragedies to it, make horrible OCs, act as if it's a religion, or claim that it raises their grades also help make it a popular anime to hate.
Yes, it gets certain facts wrong, but it's a comedy. A COMEDY. Should it be entirely serious? No. Yes, there are fans who make the rest of us look bad. Every series has some of those, right? If you get offended by the characters, oh well. No one said they were the perfect representations of the nations. Korea, anyone? You can be offended, but don't complain about it, please.
Haters' real reason is that it offends the history of nations, especially WW2. They think the fact that the Holocaust wasn't mentioned is horrible, since Hetalia takes place around that era, with recurring flashbacks to other times. If you want to know more, there are a few sites against Hetalia:
And others, like Facebook pages.