Even if privacy successfully protected those people, I would argue that this would make things even worse. Why? Because privacy protecting the majority of people minimizes the apparent danger of the underlying problem (killing Jews), which cause people to ignore the problem as if it doesn't exists, during which the problem grows until privacy proves to not be enough.

Privacy is a painkiller. It gives us the impression that the problem isn't there, but in reality it keeps getting worse until death hits.