First off, I hope this question is not too offensive. Discussing technicalities of a genocide will certainly disgust some. I am in no way trying to condone nazi crimes. I am also not sure whether it makes sense to search for rational thought in genocide. Here goes anyway:
Nazi death camps used shower heads to introduce a gas into the gas chambers, thereby killing people. The gas used was Zyklon-B, an industrial product produced by a single supplier, and likely relatively expensive. It also meant that the gas chambers had to be aerated for a number of minutes before soldiers or forced laborers could enter the gas chambers to drag out the corpses.
Why didn’t they simply use CO2? It’s a byproduct of basically any fire. It’s cheap and could have been produced on-site trivially. It’s also part of normal air and only toxic in high concentrations, likely meaning less danger to soldiers.
HCN was, and continues to be an industrial product and is pretty cheap. it’s used on industrial scale in some plastics precursors manufacture, like PMMA (acrylic glass) or cyanoacrylate glue among others. currently flow processes allow it to be generated and consumed in adjacent reactors, minimizing amount actually generated at any time, but it was not always the case
it’s low-boiling liquid (bp +25C) meaning simple transport compared to gases like CO or CO2. in the era some parasites, like louse were common and HCN was used for de-lousing clothing, and some derivatives were used as a general insecticide for fumigation. that’s partly because there were no better agrochemicals developed yet. it’s dangerous for all life and by its mechanism works rather quickly (minutes) and is rather potent. CO2 is neither