I believe the most likely case is that Roosevelt knew, but he felt the best and fastest way to alleviate the suffering of the Jews, gypsies, and others was to win the war.
Prior to the US entry into WWII, there was plenty of press about Nazi savagery. The American people simply did not want to become involved in another Euro war.
Similarly, the slaughter of millions in Cambodia was no secret in the 1970's. The American public generally took a "not my problem" view of things.
Rwanda too... the only person making noise about it in public was Rush Limbaugh.
Yes, what FDR knew or didn’t know. That is an interesting question—that I don’t we’ll ever get an answer to. Popular conspiracy theory is that he wanted to get us into the war and “let” Pearl Harbor happen, so that we’d be able to fight the Nazis. But what if Hitler had not kept his promise to his Japanese allies and refused to declare war against us?
But what has largely faded from memory today, is that we, as a people did not fight World War II to end German atrocities against the 6,000,000. Most Americans had no clue until weeks before the war’s end. As a people, the special venom of hate was reserved for our Japanese enemy. After the war, as the atrocities became known, we began to realize how vile the Nazis were (and ironically began to forget how vile the Japanese were).