I really don’t see how they could have, to tell the truth (but then again, I’m not a script writer). Not only the horrors of the Shoah weren’t as widely and publicly known in 1965-1971 as they are now, but in the absence of plots over more than one episode long (with two exceptions), there was simply no time to treat the subject in a respectful manner – and I’m not even talking of making or avoiding making it a ‘very special episode’. There have been comedies since then that dealt with the Final Solution (I’m thinking of Life is Beautiful, for one), but in a half-hour comedy series (the premise of which was outlandish and controversial enough) I simply see no way they could have included it in a plot, whether they should have or not.
It’s also one of the reasons I don’t think we’ll ever see a Hogan’s Heroes film. At the time, the war itself was barely twenty years ago, still fresh and vivid in people’s minds and in the loved ones they had lost; now, in two years we’ll commemorate the seventieth anniversary of the end of the war, but in some ways hindsight has made the subject even more sensitive than it was. So… I don’t know.