It is not. The baker he refers to was one of the Nazis who rounded them up; it was more or less an open secret. People just went along:

Anti-Nazis no less than Nazis let the rumors pass—if not rejecting them, certainly not accepting them; either they were enemy propaganda or they sounded like enemy propaganda, and, with one’s country fighting for its life and one’s sons and brothers dying in war, who wants to hear, still less repeat, even what sounds like enemy propaganda?

Who wants to investigate the reports? Who is “looking for trouble”? Who will be the first to undertake (and how undertake it?) to track down the suspicion of governmental wrongdoing under a governmental dictatorship, to occupy himself, in times of turmoil and in wartime with evils, real or rumored, that are wholly outside his own life, outside his own circle, and, above all, outside his own power? After all, what if one found out?

Suppose that you have heard, secondhand, or even firsthand, of an instance in which a man was abused or tortured by the police in a hypothetical American community. You tell a friend whom you are trying to persuade that the police are rotten. He doesn’t believe you. He wants firsthand or, if you got it secondhand, at least secondhand testimony. You go to your original source, who has told you the story only because of his absolute trust in you. You want him now to tell a man he doesn’t trust, a friend of the police. He refuses. And he warns you that if you use his name as authority for the story, he will deny it. Then you will be suspect, suspected of spreading false rumors against the police. And, as it happens, the police in this hypothetical American community, are rotten, and they’ll “get” you somehow.

So, after all, what if one found out in Nazi Germany (which was no hypothetical American community)? What if one came to know? What then?

• They Thought They Were Free- The Germans, 1933-45

They were told the Jews were being relocated.