How does Death's admitted preoccupation with colors show itself in part 1 chapter 2?

Death says that the sky was the color of Jews. Death is working overtime collecting souls of dead Jews from the gas showers. He releases them into eternity hence the sky is filled with "the colour of Jews". Death can't understand why this is happening. He questions God but does not get an answer. I think under death's confusion there is a sense of sadness. Death searches for a reason to this senseless genocide but can find none.