why did Liesel and Rudy to observe the third march of the Jews to Dachau

I think they are observing it out of respect for the prisoners. They can’t say anything but at least they can show the sorrow on their faces. Perhaps they can communicate to the prisoners that not all German's support this Nazi butchery. Perhaps they can give these prisoners a glimmer of hope. Please check out past questions under this title. You might find the same question answered there!