Some individuals feel it's safe to take a stand and refuse direct orders, and others do not. I have never been in that soldier's shoes and I'm guessing you haven't, either, so I can't know what consequences he would've faced.

If you're a member of US military forces and your commanding officer tells you to do something, you can definitely catch a court martial. Folks have been shot by firing squad for dereliction of duty, let alone having the livelihood that's supporting their family taken away.

"I vas just following orders" wasn't valid for full-on N_zi atrocities, but there's a spectrum.