The Jews were not a government nor did they run a national homeland of their own at the time.
While Jews were familiar with the rabidness of Hitler's and the Nazi's antisemitism, almost none of them could imagine Germany's building annihilation and extermination facilities.
My late great grandfather, donned his prayer shawl and
phylacteries, kissed his surviving family members goodbye and tossed himself into the flames of the Warsaw Ghetto during its final days. Months earlier, he had managed to mail one of his sons elsewhere in Europe a cryptic letter - the only way to get it past the Nazi censors. He used biblical verses to describe what was going on and the attrocities the Nazi were commiting.
The response to the letter of his son and relatives was that the old man had gone completly senile. Most of the same family would later be rounded up themselves and reduced to ashes in the ovens of this or that extermination camp.
There are articles around on the psycology of the likes of Neville Chamberlain and how he could be so blind to reality - because contrary to his claims he wasn't a realist at all. He was a dreamer who dozed off on the job.
Appropriately, read my sig's bottom line quote.