I try not to post things on HSE without evidence, but history is funny. If we disregard the personal accounts then were missing such a large part of history. So for that reason, I relate to you what I was told by My great grandfather who server in Europe during WWII.
He's dead now, but I asked him when I was in just out of high school and was thinking about joining one branch of service or another, because of 9/11 and the war in Iraq. I only mention that so you have context. Remember these "facts" come from a conversation, and I can't prove any of them. Also keep in mind that the quotes are as I remember them. SO they could be a bit off.
So the first thing to remember is that the internet and even T.V. didn't exist like it does today. He got most of his news from the radio and newspaper. He lived in a rural area on a farm, so the news paper was only on weekends.
He described the events leading up to the US entry in to the war (this is a US perspective) as kind of meh. His words were "it was somewhere else, and didn't effect him, or his family." There were stories of how the alies were doing and how bad some countries had it. There was a general "cheering" for the alies. But in his world, as he put it, "if it didn't involve the chickens or the pigs I had better things to do".
Then stories started coming out about how jews were treated. Some of them he didn't believe, some were kinda of so what? Jews were being mis-treated and that was generally believed, though no one really know the extent, some of the reports sounded like propaganda. He reminded me that even then there was a strong anti-war feeling. Pro-war was gaining support, but mostly we (the US) wanted to stay out of it. We had our own issues.
He kinda explained it like, he knew Jews were being killed for being jews, but it's not like the US was some beacon for equal rights. We had our own racial problems and how were US soldiers going over there and killing others supposed to be better then them killing "their own". Remember before WWII the US was not the "police force" we are today. (btw he always supported the police actions from NATO, because the inaction before our entry into WWII, he felt, let the evil go on, and lessons learned)
So mostly, yes he knew Jews were being killed, just for being Jews, but felt that sending US troops, would make it worse not better. Specially as in the US, killing black people for being black was a thing, and we had our own issues to work on.
Then Pearl Harbor. I'll skip over that part.
He enlisted, and went to the European front. He explained it as cold, wet, and missirable. Lots of waiting, then a few moments of action, followed by lots more waiting. But he didn't want to talk about the fighting.
He said that the military news couldn't be trusted, and was mostly thought of as a joke. It started telling stories about "camps" but, no one really believed them. Just war time propaganda. And at the time he had more pressing matters like staying warm. He really talked about how the main war for him was the cold and hunger and not the Germans or the Jews. Just a struggle to stay warm and eat.
But as the war started to die down, and things "relaxed" a bit, more stores started to come out, from other soldiers, from letters from home. That's how learned about concentration camps. Even then he still didn't believe it. Not really. He thought they were exaggerating. But then his group was assigned to help with transporting some prisoners from a "camp". He wouldn't say much on it, except that the news and other soldiers were right. For him it was that experience that led him to believe the stories. Right up to that point, it was a bad thing that happened but no worse then any other social injustice.
He had related it to what he knew. He thought it was like when black people were beaten, killed, hung by mobs etc. Bad, evil even, but part of what the world was going through. Nothing to deploy an army for, something needed to be done but what? He hated how black people were treated, but had no idea how he could fix it. Call the police? he knew better. To him the "Jew stories" were the same. Wrong, but what could he do, call the police? That didn't work here so why should it work there. He really explained it like that. He felt it was bad, but society had to change, and that was a messy process. Once that the US should not get involved in because we had our own messy processes. But after that day, he didn't feel that way. This wasn't a shift in society, or racial tension, it was just evil. Pure and utter evil. And that's all he would say on that.
So for him, and his friends, they knew something was "wrong" but not the extent. Remember the US had "interment camps". So a camp full of Jews wasn't, by it's self, all "that" bad. It wasn't till the end of the war that the full extent of what was happening sunk in.