The singer attracted attention for the sequence, where the Nazi iconography was superimposed on the face of National Front leader Marine Le Pen, when it was first aired in Israel.
It was later suggested that the right wing party may sue Madonna after she repeated the broadcast during her show in Paris.
Asked by Brazilian network Globo what the whole sequence was about, Madonna said: "The intolerance that we human beings have for one another.
"And how much we judge people before knowing them. That's why it's done in the song 'Nobody Knows Me'."
Watch the Madonna 'Nobody Knows Me' 'MDNA' tour backdrop in full below:
On whether intolerance has increased in recent years, she replied: "I think that in some respects, things are better.
"Gay marriages are accepted in different parts of the United States and I would say that the gay community in general has a bigger voice... there's a battle going on right now."
She added of her 'MDNA' tour: "Music should be about ideas. Ideas inspire music, right? So in a show I always like to tell a story.
"I think you're not an artist if you're not dissecting and de-constructing ideas. That's the job of an artist."
Madonna said that the set is about "religion, god, love, revenge, disappointments", adding: "The whole show is a journey from darkness to light."
During the same interview, Madonna was asked if her incorporation of Lady GaGa's 'Born This Way' in her performance of 'Express Yourself' was a joke, tribute or wink at her fellow star, she said: "How about all of the above."
"I'm a really big fan of that song and I'm glad that I could help her write it," Madonna quipped.
Watch Madonna perform 'Express Yourself' with 'Born This Way' live in Tel Aviv on the 'MDNA' tour below:
Madonna at Hyde Park - photo gallery
Copyright: PA Images Sean Dempsey/PA Wire