Chris is in a better position to answer that question than those of us who love in the US, but I suspect that Stalin nostalgia derives from two different sources: one source being the desire for order, for a return to the days when the Soviet Union was a superpower. And the other source being the desire to return to a more egalitarian society. Many of today's Stalin fans do seem to be "browns" who admire him for his having governed with an iron hand but I think that for a lot of people in Russia, the nostalgia for Stalin represents a protest of the politics of the last decade, in which Russian leaders have sought to break up the Soviet welfare state, and replace it with a form of capitalism. No doubt, many Russians are nostalgic for Stalin on both grounds.
Jim F. --- You're absolutely right on all counts.
Stalin is not like Hitler. Hitler led his country on a path of destruction and was crushed. Whatever one thinks of him, Stalin thrashed the Nazis, built the Soviet state, which, after his death, was not a half bad place to live and was a mighty superpower. Of course people have mixed feelings about him.
Stalin is a God in Georgia. They still build monuments to Stalin in Georgia.