Christie’s announced on Thursday that a second sale of jewelry from the collection of the Austrian heiress Heidi Horten had been canceled, citing the “intense scrutiny” that the auction house had faced from Jewish organizations and some collectors. Ahead of the initial sale in May, which generated a record $202 million from diamonds, emeralds and sapphires, The New York Times reported on the connections between the Horten fortune and Nazi-era policies that helped her husband, the German retailer Helmut Horten, expand his department store chain during that time at the expense of disenfranchised Jewish business owners. Helmut Horten died in...