The key lesson here is that political candidates may want to better screen who they take money from.
As far as I know, Cruz and Walker returned the money from the group, even though the group had nothing to do with Roof.
They returned it because they don't want the backlash that will come from the media, not because the money has any evidence of supporting racism. So the key lesson you refer to isn't really valid in this circumstance. Although I would yield that ALL candidates on both side of the aisle take money from anyone without checking.