This is a valid concern. Certainly your list of leaders should be outside the pale. Marx is debatable but reasonable people might fall on either side of the question.
However permit me to point out that controversy will occur no matter who they do. Case in point: Martin Luther. PM's already been forced to change the printing on his book by one of the Professionally Offended; we were also treated to a raft of articles about how Luther was really pretty terrible and responsible for all sorts of bad things.
Communism is still around though so producing a set based on the founder, without other radical or conservative counter personalities, would look like that ideology was being promoted.
I think politics should stay out of any potential theme.
I would like to see a world religious leader theme though - Pope, Dalai Lama, Archbishop of Canterbury, Ayatollah, Jedi etc.