They were of course right. A few months after they left, in October 1940, some 6,000 German citizens were transported on nine trains into France, which did not expect them. They were mainly from Karlsruhe and Mannheim. Deportations from Hesse had been temporarily delayed. 

"Among the victims transported were World War I veterans [which my father was] and residents of old people's homes, including some who had to be carried to trains on stretchers. Several people committed suicide when faced with the deportation notice. Because suitable accommodations were lacking in the Pyrenees camps for the deportees -- mostly elderly men and women -- the French government was considering them to Madagascar as soon as the seaways were open. 'Very interesting!'" commented a German bureaucrat.

This information and quote (p. 91) comes from The Origins of the Final Solution by Christopher R. Browning