The professor responded in this way, as he felt disrespected by Westover's question and did not like the situation.
We can arrive at this answer because:
Westover asked a question about the Holocaust, stating that he didn't know what it meant.
As the holocaust was a highly known event today and that it caused great suffering to the Jews, being one of humanity's worst moments, the professor thought she was making fun of the class and the holocaust itself.
The teacher felt disrespected and lubricated so he replied "Thanks for that," angrily.
Westover didn't really know what the holocaust was, as she was raised with no access to any information, so she asked the meaning of the word, but no one in the class knew about it.
