Simply put: there isn’t an outcry about it. If there was a big outcry about putting nukes in the game then they’d have another look at it. I’d argue that there isn’t one because the number of people who remember relatives dying in nuclear war is far smaller than the Holocaust, and also because atomic war is a type of war that played a pivotal role ending the second would war.
In contrast the Holocaust is a large part of the identity of many Jewish people today, it’s seen as one of the greatest human evils to have ever occurred, and it’s inclusion wouldn’t actually change the core gameplay whereas atomic warfare does.
HOI4 is a strategic war game. It’s not a 1940’s simulator. It’s certinaly not trying to be realistic. It’s odd that you would demand a Holocaust button in the name of realism, but don’t have an issue with the absurd focus trees that allow the US to invade all of non-democratic Latin America, or for the USSR to go Trotskyist, or Germany to invite the Monarchy back.