LONDON — There is a ritual that visitors often go through as they enter an exhibition on the Holocaust. They hush to a mournful silence. Their pace slows to a pilgrim’s shuffle. Their expression becomes slightly awed as they see the unthinkable and begin to wrestle with the evidence of human depravity. These reactions are natural, conditioned by the design concepts that have understandably dominated the museums and memorials dedicated to Europe’s murdered Jews: darkness, shadows, sepia. The Imperial War Museum in London has tried something new. By bringing the story of the Holocaust into brightly lit rooms, it has...