A thesis is, among other goodies, a piece of literature. I would include historical remarks into it, too - for the purpose of educating the reader. In the historical section, I would elaborate on the fates of the involved mathematicians. This would make the thesis interesting to read even for non-mathematicians. In particular, I would speak about Alfred Tauber there as much or as little as I wish - and make this section captivating. Yes, I would definitely mention his death circumstances. A dedication to Mr. Tauber may or may not be inlcuded according to your wish, but if you include it, it will certainly raise the literary quality of your writing.
The fact that you are a Muslim in a non-Arab country is irrelevant. Being a Muslim is about your own, personal beliefs and your own, very personal way of thinking, behaving, and living, and has nothing to do with mathematics and the history of Holocaust, in particular, of Mr. Tauber. Mr. Tauber's death in a concentration camp, the worldwide sufferings of the Jewish diaspora, and, finally, the Holocaust are disgraceful, horrible pages of the history of mankind that are written with blood. The world should be aware of them, and it's everyone's duty to know about them and learn from them. Germany has already learnt, and the time will come when the other countries will also have to learn. "Never send to know for whom the bell tolls …" But, regardless of this shame on us, Mr. Tauber's personal life, in its core, is not directly related to your thesis, to you personally, or to your religion.