Hannah/Chaya wonder "Was knowing or not knowing more frightening?" How does this question relate to how the members of the wedding party to the orders of the nazis?

All of the wedding party didn't comprehend fate as Hannah did.

So probably Hannah's knowledge was more frightening than any in the wedding party could have comprehended.

Everyone except Hannah is oblivious to what the real intent is; she knows and carries the burden that her knowledge will change nothing. I would rather be ignorant of that particular future; you might not feel the same way. For the characters in the novel, would knowing make a difference? For the young couple........ I think it would have made a huge difference to know they had no future and to embrace what little they did.