The post title is a play on the title of Millgram's very strange book, which is judiciously reviewed by Avery Snelson here. As Professor Snelson documents, Millgram is not a careful reader of Nietzsche--indeed, he seems more often to be a maliciously misleading reader. David Dudrick and Maudemarie Clark have a review forthcoming in Philosophical Review that identifies additional problems.
Why write such a silly and implausible book? Millgram began his career writing about practical reason. Joseph Raz once told me he spent a fair bit of time talking with Millgram, and that he was initially impressed but then came to realize that Millgram is much more interested in provoking than figuring out what is true, and so lost interest in talking with him. This book seems to confirm that unfortunate intellectual tendency.