well, the elite couldn't believe it because Germany was so cultured at that time and they thought they they were an integral part of the society. They thought it wouldn't happen to them since they had businesses, friends in high circles, they were German! I don't recall the details but when they were persecuted in Russia and Poland earlier, many moved to Germany who protected them.
There's no need to look for some conspiracy of any sort
I smoke, I snort, I've killed and I've robbed, I'm a man - 10 yr-old Steak-n-Fries in City of God