why did Death say that the sky was "the color of Jews"? How did Death respond to the mass destruction of human lives?

Death is working overtime collecting souls of dead Jews from the gas showers. He releases them into eternity hence the sky is filled with "the colour of Jews". Death can't understand why this is happening. He questions God but does not get an answer. I think under death's confusion there is a sense of sadness. Death searches for a reason to this senseless genocide but can find none.