Good question. Actually, the Zentrum supported the Ermächtigungsgesetz (
https://en.wikipedia.org/wiki/Enabling_Act_of_1933) and paved the way for Hitler while the
parliamentarians of the SPD refused and had to face dire persecution afterwards. I think the main reason why the Zentrum was chosen, is the person of Konrad Adenauer which became the first chancellor of the democratic Germany after the war (yet not for the Zentrum, but for the CDU (Christian Democratic Union of Germany). Nevertheless, I think it's a 50:50 choice between SPD and Zentrum so as long as the political system of HOI4 is as it as with only one party it’s OK to choose any of them.
What bothers me much more is the fact that the DNVP (
https://en.wikipedia.org/wiki/German_National_People's_Party) is selected as "monarchist" party - while they might have started as somewhat "monarchist", in the 30s they were just plain Nazis - best shown by the fact that in 1933 they weren't forbidden, but absorbed by the NSDAP.