The Futurists predated Fascism, but it is true that most of them joined in.  So did most of the other artists in Italy, however, including many who later claimed to have been anti-fascists (Curzio Malaparte, for example).  Eugenio Montale was a rare exception.  One of Mussolini's most brilliant public relations strategies was to co-opt those most likely to oppose him -- the artists (See Schnapp & Spackman "Selections from the Great Debate on Fascism and Culture: Critica Fascista 1926-1927." Stanford Italian Review VIII.1-2 and Schnapp "Epic  Demonstrations: Fascist Modernity and the 1932 Exhibition of the Fascist Revolution," Fascism, Aesthetics, and Culture. Ed. Richard J. Golsan. Hanover: UP of New England, 1992, 1-37).
 
There was a stile fascista, but it was so inclusive and so supportive of artists, that it pulled almost everyone in.  The debate discussed by Schnapp & Spackman was over whether fascist art would be dominated by the Futurists, who wanted a clean break with the past or those who wanted an evolutionary approach.  Mussolini initiated  La Mostra della Rivoluzione Fascista, the great fascist art exhibit of 1932 (the first of 3).  It included work by painters, sculptors, architects and film-makers of all political and artistic factions.  The opening was attended by futurists as well as members of the old guard.  Fermi, Marinetti, Pirandello, Bontempelli, Ojetti, and Piacentini (all members of the Academy) were present.  Mussolini gave the opening speech, whose similarities to Pound's 1934 Make it New are not so astonishing when one considers that this issue was at the core of the debate on Fascist art:
    Far cosa d'oggi, modernissima dunque, e audace, senza
    malinconici ricordi degli stili decorativi del passato.
    (qtd. in Golsan 246)
This can be translated as:
    Make it new, and therefore ultramodern, and bold, with
    no melancholy reminders of the decorative styles of the
    past.
 
Amazingly, this seems to have satisfied both camps, and Mussolini was established as a supporter of artists of all the modern movements.  The Fascists held many regional exhibitions, bought much of the art, and gave generous prizes.  Unlike the Nazis (and the Russians), they did not impose any stylistic restrictions until very late in the game, when the movement was already in serious trouble.
 
It is possible that the reason one does not hear much about the connection between Futurism and Fascism is that it could prove embarrassing to many artists in Italy who do not consider themselves Fascists but who participated in exhibits and were, therefore, supported by Fascism if not active supporters of it.
 
Robert Kibler's distinction between the Futurists and the Blast faction is right.  Pound was part of a group who disrupted a Futurist talk by Marinetti's in London.  Marinetti's manifesto called for burning the museums.  That and Marinetti's famous "War is the only hygiene" caused Pound to place him in his "inferno" in Canto 72.
 
I hope this is useful.
 
Best, Patricia