Six million of His chosen people have been shot or gassed – a mass murder of truly monstrous proportions that could have been easily prevented. But God did not save His chosen people. Why?
For the very same reason – God respects the human Freedom of Will unless the very existence of the Christian civilization is at stake. True, Holocaust was a horrible crime against humanity, but it did not constitute an existential threat to the Church and the Christian civilization. So He did not intervene.