I think it was to show what people did to serve in the military, the effects of war, and the effects of Morpheus being trapped.
One thing you have to keep in mind, especially when it comes to WW2 era, there wasn’t a strong distrust of government. While there were politics, it wasn’t like it was in the 1960’s or today. People wanted to serve their country and it was an honor to do so. Showing a 14 year-old kid who wanted to be a hero was not an uncommon thing. I have heard stories about my grandfather trying to enlist and wasn’t able to due to either a health issue or his height. The reason changes whenever it is told.
Another thing to keep in mind that Neil Gaiman is from United Kingdom. WW2 had a larger toll on that country than USA as battles were fought on their land.