Why is the National Socialist (Nazi) Party called that despite not supporting socialism?

Because "National Socialism" is one term, one ideology. The only thing I would argue that it inherently shares in common with socialism is that its ideals are about transcending class division.

Socialism is concerned with wealth. It wants to redistribute it, it wants to share it among classes. Its about changing the ownership of the "means of production". The Union of Soviet Socialist Republics (USSR) is a notable example of an authoritarian socialist state, and Hitler despised it and integrated his hatred of Socialism/Bolshevism into his anti-semitic and ideological ideas, as writing it off as a conspiracy by the "world jewry". I can't say for certain that all socialists don't believe in the idea of the "nation", but that definitely wasn't part of the Soviet Socialist ideology which instead pushed a global and regional workers struggle narrative.

National Socialism, where it is concerned with class, wants to promote the idea of suicidal loyalty to the "Volksgemainschaft" (people's community) regardless of class. Its not concerned with wealth equality.

I think its noteworthy that there is an idea from historians and contemporaries at the time of Hitler that fascism, and in this case National Socialism, are a "counter-revolutionary" movement to a perceived threat of rising leftist power, seen in the 1932 elections when the KPD Communist vote shoots up 11 percentage points and is only within 5% of the share of the vote the SPD had. There's evidence to show Hitler used this perceived threat to sway the elites of Weimar Germany including Wilhemine Radicals and the Junckers to support him, much of which can be read up on by getting Martin Blinkhorn's book "Fascists and Conservatives" which depicts fascism as a sort of radical nucleus around which the elite conservatives and Wilhemine radicals rallied. Its worth pointing out that Martin Blinkhorn outlines Hitler's use of these elites more as oppurtunism rather than as a Marxist historian like Chris Harman might suggest, as part of a function of fascism in stopping the rise of the left.

I hope that was helpful, here are the sources I used:

Fascists and Conservatives: The Radical Right and the Establishment in Twentieth century Europe. By Martin Blinkhorn. ISBN: 0049400878 (Published 1990)

A People’s History Of The World By Chris Harman. ISBN: 1844672387 (Published 1999)

Nazi Propaganda and the Volksgermainschaft: Constructing a People’s Community By David Welch. Journal of Contemporary History. Sage Publications. Vol 39(2), 213–238.

Deleuze & Fascism: Security: War: Aesthetics By Brad Evans and Julian Reid. ISBN: 1136680160 (Published 2013)

Mein Kampf by Adolf Hitler (This is where you'll find the ranting about Bolshevism being a jewish conspiracy)