Your analogy omits the part of the scenario where the threat to kill you doesn't work so then they try some other emotional or logical persuasion that doesn't involve killing you and you relent.
Remember, Loss Leader is arguing that if threatening to kill you doesn't persuade you to go along, it is still possible to persuade you with a different type of appeal. I say that once you cross the threshold and demand that somebody do what you say or you will kill them, you don't have another opportunity to persuade them by some other non-lethal threat. The death threat will be a factor in any subsequent negotiation even if the death threat is explicitly removed. Besides, if you threaten to kill somebody if they don't go along and you don't kill them for resisting, you've proven yourself unwilling to deliver the consequences you promised. If you threatened to kill me and you didn't, why would I trust you to provide me with a better life if that is what you're promising me the second time?
Offering the Jews cookies and milk and promising a better life if they come out of hiding might work. If it doesn't, then threatening to kill them might get them to come out of hiding. But once you threaten to kill them and that doesn't work, cookies and milk and empty promises isn't going to do it.
How about, instead of inventing fanciful scenarios which bear no resemblance to the historical record, you actually pay attention to the historical record.
Jews were first and foremost coerced. Coercion implies a threat of violence if someone does not comply with the strictures laid down in the coercion. Indeed, the populations of many European nations were collectively coerced through occupation regulations that decreed the death penalty for a substantially increased range of offences, e.g. giving shelter to Jews was punishable by death in Poland.
Within this inherently coercive situation, Jews were lied to at crucial moments. When the deportations from Warsaw began, notices went up stating that non-compliance with the deportation orders would be punishable by death. At the same time false rumours were spread telling the Jews of Warsaw that this was 'only' a resettlement and not a one way ticket to an extermination camp. Upon arrival at Treblinka, as previously mentioned, more lies were told before the Jews were killed.
There's nothing in any of this about the Nazis offering Jews milk and cookies, and summoning them like the Pied Piper of Hamelin to march to their deaths. The Nazis used force
and they offered false blandishments.
You also seem to be overstating the extent of force necessary to populations to comply with directives. It really isn't as large an amount as 'shoving a gun into someone's face'. Millions of people were deported across Europe in the 1930s and 1940s, 12 million Germans alone in 1945, in many cases under far freer circumstances, i.e. from villages or other situations where theoretically they could have tried to avoid this fate.
If you are ordered by a state authority to leave, you leave, because you know the state authority possesses enough means of violence to kill you if you don't leave. If you are ordered by a state authority to move into a ghetto, then you move into a ghetto, because non-compliance triggers a worse outcome.
Precisely because the Nazis shunted so many Jews around in 1939-early 1942 in expulsions, concentrations and ghettoisations
before they began deporting the relevant communities to death camps, their false promises of resettlement were probably believed by at least some of the victims. We cannot say how many believed the promises for sure, because they're dead, and we cannot ask them.
But we know from the survivors that a lot of them didn't believe the promises; while others were evidently entirely fatalistic since they saw no chance of escape. In a hopeless situation, better to cling on to false blandishments, as Robrob has noted, than not.
