Does a person have an obligation to respect the rules of a system that, at best, only pretends to treat them fairly?
Secretly breaking the rules because the system isn't fair is like lying because the truth will get you in trouble. It doesn't right any wrong or effect any change; you're just taking advantage of everyone who assumes you're an honest person.
So according to you, Jews in Nazi Germany should have come out as Jews instead of pretending to pass off as gentile?