The information in this source is wrong.
The answer may be that political parties in some countries are playing with the definition of "left and right" that does not have very obvious meaning. They aim to attract more of the electorate by saying they are somewhat left, somewhat right, or simply do not represent any social group at all (represent "all"). A "lowest common denominator
" trick. When uncritically classifying them without checking they past actions and not declarations, it may be possible to assign them to the wrong category.
Lithuanian Conservative party alone (definitely on the "right") is most often reported to have about 12 % popularity (scroll this source down till you see the blue table). And they are not the only party in Lithuania that could be seen belonging to the "right". Liberals that definitely would say a good word about "western values" hold another 7 %.
Lithuanian Conservative party values traditional values of Capitalism (they led the privatization), they also highly value independence and national identity of Lithuania, take care to protect the language. Support Taiwan. They stayed in the parliament building during 1991 events when Russians arrived with tanks in the attempt to overturn. The party changed names and formed alliances over time, currently seems being called the Homeland Union. If you do not see them as a "far right" enough, the answer would probably be, Lithuanians do not see any necessity for something more extreme. Regardless how they officially declare they position, all that about any still legal "far right" party still in the sane mind would offer, they do.
Conservative party has been popular from the regaining independence in Lithuania, and the governing party shortly after. They lost some of they popularity later but managed to fight it back in the following years and were never really unpopular.
It should not be any really major differences between Lithuania and the neighboring Latvia with very similar historical fate.
I also see that Iceland is similarly white. Sjálfstæðisflokkurinn, a liberal-conservative party, is currently the largest party in the parliament, so I really do not get what do they want to say by this.
Of course, Nazism is sometimes considered the "far right". But in this case the rest of the chart would be a nonsense because such Nazi parties are officially forbidden in EU.