Like it or not, the answer is that no American president would have. The American people would never have gone for that.
If there's a 'should have' then that's the 'should have offered sanctuary.'
Should we have militarily saved the Armenians from the Turks? The Kulaks from the Bolsheviks? The Chinese from the Japanese?
Sort of disagree. The American people accepted intervention in Kosovo for the very same stated purpose: to stop genocide. Also agree that genocide is going on all over the world and we do nothing. But we apparently are willing to draw the line at genocide in Europe.
The reason for "sort of" disagreement: Germany in 1939 was no Kosovo. Armed to the teeth with superior might to ours (at the time...our military was gutted after WWI) I don't imagine Roosevelt could have succeeded in rallying the nation around invading Europe at huge cost (dollars and lives) on moral grounds alone. Today, he might.