Kinda weird idea that Jews are shocked by a God who punishes them...

Or allows them to be punished.

One needs only to read any Bible to lose counts of all the times God punishes Israel again and again for their sins (idolatry, corruption, violence, debauchery, etc) by either directly hurting them or allowing other nations to kill and deport them.

Tell me I'm wrong.

I guess they haven't read the book of Job, which clearly states:
- People suffering are NOT being punished by God, for every day life shows us the righteous and wicket being randomly touched by either fortune or disaster. The book of Job was written precisely to do away with that old and incorrect notion that anyone suffering was being punished for sins (his own or his parent's or his people's).
- God has his reasons we simply cannot know.
- We are NOT the centre of the universe. Just as a child cannot understand why his parents punish him (to correct him) or why they cannot grand him all his whims (at the expense of his siblings), we cannot and should not expect God to grant all our wishes (like granting every single lottery ticket buyer the big prize) nor understand completely the full scope of God's justice, which encompasses more than we can comprehend.

So in light of this, Jews really have no basis nor standing in questioning God's justice (if they actually believe their own holy books). They survived after all, didn't they? The Holocaust simply thinned the herd, didn't kill it.