Why was it difficult for non-Jewish civilians to help, hide, or protect their Jewish neighbors?

It was difficult because the Nazi Leader Adolph Hitler warned the Non-Jews against rescuing the Jews in his communique which is shown below:

This is a categorical warning to the non-Jewish population against Providing shelter to Jews, Supplying them with Food, Selling them Foodstuffs. He further stressed that a violation of the laid down rules was punishable by death which made the non-Jews afraid to do so.

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