He was informed what most suspected (his friend later confirmed) and was dumbfounded.
He also suffered tremendous PTSD from WWI: that's why he was such a meticulous planner-- he knew the stress of anticipating battle would make him violently ill for a few days just before an attack, so he carefully planned and rehearsed everything with his staff beforehand. As soon as the battle started, the sickness dissipated.
Being unable to cognitively assess the unthinkable when initially informed of it does not make one "naive".
Big Red One Movie Death Camp Scene
Terrible video copy - Lee Marvin hears a long series of slow, evenly spaced shots. When he investigates, he finds Mark Hamill clearly in shock from the horror of the ovens and the 'near death' experience when the Nazi soldier's machine gun failed to fire, twice. Marvin looks around, then quietly says into Hamill's ear, "I think you got him, kid."
A display of true wisdom by Marvin's character in bringing Hamill back from the edge of the abyss.