You are right, it isn't that simple.

First of all, the nazi persecution of the Jews happened incrementally, not all at once, and it was by no means clear that "they were going to die anyway". It is clear to us in hindsight, but you have to keep in mind that the concept of rounding up men, women and children, putting them on trains, unloading them at a purpose-built death camp, and gassing them, was never before encountered in the history of the world. It was so novel and alien an idea that hardly anyone at the time believed it was happening even when they were told about it by eye witnesses. Escapees from Auschwitz and Treblinka told their fellow Jews and were disbelieved initially. The same escapee reports were relayed through the Polish government in exile to the Western allies, and they disbelieved it too.

Secondly, "the Jews" were not a nation with an army. They were a people who were a small to tiny minority in a number of separate occupied countries. They had no governing structure or access to arms. They were not unified structurally in any way.

Thirdly, and most importantly, there was Jewish resistance, what's more, it even arose in the most dire and impossible of circumstances.

There were uprisings in several Polish ghettos, most notably those of Warsaw in January and April-May 1943, and in Bialystok in August 1943. They were of course brutally suppressed and everybody to the last child was carted off to Treblinka and killed.

There were Jewish partisan groups fighting the Germans in Poland, the Baltic states and the Soviet Union. The reason there were separate Jewish partisans is, by the way, is that often Polish and Baltic partisans refused to admit Jews as members and even went so far as to kill them...

Lastly, there were uprisings in the death camps themselves.

There have been three large-scale uprisings in Nazi death camps. As the odds were stacked heavily against the inmates, these stories make for some bleak reading.

SonderKommando revolt at Auschwitz-Birkenau, October 7, 1944

The Sonderkommandos were groups of Jewish prisoners charged with processing the belongings and handling the cremation of other prisoners. They knew that they would not be allowed to survive the war and had gathered some makeshift weapons and explosives. On the fateful day, they managed to set Crematorium IV on fire and kill three SS men. Some of them escaped briefly but all were recaptured and killed. In all, the revolt cost the lives of 451 members of the Sonderkommandos.

Treblinka uprising, August 2, 1943

300 inmates of Treblinka managed to escape, of whom 200 were recaptured (sometimes with the help of the Polish inhabitants of the region) and killed. According to various estimates, about 60-70 of the Treblinka escapees were still alive at the end of the war. Three guards were killed in the uprising, as well as about 600 of the 800 to 900 inmates. After the uprising, two more transports of Jews arrived and were killed. Shortly afterwards, Treblinka was dismantled, ploughed over and turned into a farm. The remaining inmates were killed at Sobibor.

The Sobibor Uprising on October 14, 1943

12 German officers were killed in the revolt as well as a number of Ukrainian guards. As Sobibor was strictly an extermination camp, where those that arrived by rail were immediately gassed, the number of prisoners was very small, just enough to keep the camp running. 300 out of 700 inmates managed to escape during the revolt. Many were recaptured and killed rather quickly, others were killed by the Polish resistance they met in the forests around the camp, still others were betrayed by Polish inhabitants of the region. Some were helped by the Poles, though, mainly in return for money and valuables belonging to gassed Jews that they had smuggled out of the camp. It should be remembered that to harbour Jewish refugees meant an almost certain death sentence at the time. Only about 50 of the escaped survived the war.

Immediately after the revolt, all remaining prisoners in Sobibor were killed and the camp was dismantled.