As much as I would like to believe otherwise, hypocrites and morons are not limited to conservatives.
Simply because he sees no way to convey his political beliefs without the use of violence does not make him conservative. The Right hardly has a monopoly on the use of violence, though IMO they are more likely to resort to it first.
Millar wouldn't be the first writer to stumble when doing a political message. I remember a Warren Ellis comic, Jack Cross that had the character defending the constitution and comparing 9/11 to just jamming a stick into a computer, emphasizing the importance of human rights. Nice message, if you forget that he literally shot off a man's finger to get information.
Millar just drops the ball on a regular basis. But that doesn't make him Right Wing by any means. Just that he likes violence and doesn't think.
If Millar were Right wing, I think his final arc of Ultimates would have ended differently, and Superman Red Son wouldn't have been such a glowing depiction of communism.