From Sobibor

What is it meant by ‘funeral pyre of our transport” here?
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1940-44: The Germans invaded the Netherlands in May 1940. In 1943 I was deported to the Sobibor death camp, where I was one of a few kept alive to work. At the end of my first day at Sobibor we gathered for roll call in the open area of Camp #1. There was a fire from Camp #3; the stench of burning flesh was overwhelming. Someone asked me, “Do you know what that fire means?” I shook my head. He explained it was the funeral pyre of our transport. Then the Germans ordered us to dance in couples, while a prisoner played the violin.
It is a metaphorical way of describing the horrible act of burning the people transported to the camp alive. The funeral pyre is an ancient way that bodies were burned, a form of cremation. So although a horrendous act was conducted , the speaker could relate it in a poetical phrase.
Escape from Sobibor