I have often wondered this question and more, but having researched the history of the times, here's why it didn't happen:
-The Jews of Germany were loyal to Germany, considered themselves German Jews, considered themselves the elite of world Jewry, and Germany was the most advanced of the Western countries at that time.
-The first thing Hitler did upon taking power was to ban firearm ownership and he had all of the weapons registered and then rounded them all up.
-Jews for many generations have always told their sons "Be a good little Jewish boy"..."don't fight"..."don't fight back"..."you show them that you won't stoop to their level".
-Most important reason--The Nazi Reich was an episode unparalleled in world history. Unlike today, there was no precedent for such a monstrous regime in a civilized Western country, and most Jews as well as non-Jews practiced denial ("Hitler's just a lot of talk & hot air"..."He just says those things about the Jews just to get the ignorant masses to support him"..."You'll see"..."once he's in power he'll forget all of that Jew nonsense".
-In addition to the reasons above, it should be recognized that each and every act and legislation of the Nazi Regime happened in small incremental steps. Each time a new law was passed, the Jews would say "Well"..."we can still live with it"..."after all, we're still here"..."nobody's actually done anything to us." You throw a frog in a boiling pot of water, and it'll jump right out. Throw a frog in a pot of water and then add a little heat and then a little more...and the frog won't jump out...staying in the pot until boiled.