I think it must have something to do with the subject of free will and how war can mess up one's head. What do you think?
It's admittedly been a little while since I read the book, but here are a few thoughts.
First, Billy Pilgrim is coming unglued at this point. Keep in mind that Billy Pilgrim survived a major plane crash, which appears to have caused some degree of brain damage. That being said, we obviously can't take Billy Pilgrim's view of events entirely seriously.
The issue of free will is also a major concern here. The aliens have a very different view of time; rather than viewing events and history as linear and unfolding in potentially unpredictable ways, from their perspective everything has already occurred, in a sense.
Their view of time is analogous to a novel or movie in some ways: you could read it straight through, you could skip around, or you could read it and then revisit the parts you liked best. If a character you like dies in a particular chapter, you can just go back and read the parts where the character's still alive. If you could just go back to the chapters where the character's still alive, does death really have the same meaning? Or does the character just happen to be doing badly in that particular chapter?
Here's another interesting question: if the whole book's already written, do the characters have freewill? If I could predict with 100% certainty what you'll do tomorrow, would that mean that you would have no choice but to do it? Classical formulations of freewill require that, given choices A and B, there actually has to be a logical possibility of choosing either. In other words, even if you actually chose A, you could have chosen B instead. Under that version of freewill, if I knew with absolute certainty in advance that you would choose A, then that would mean that there was no logical possibility of you choosing B (meaning that you'd have no freewill).
In other words, classical freewill depends on the idea that there are actual multiple possible futures.
Note that this is in contrast to soft determinism, which argues that you could have freewill even if it was logically necessary that you choose A. That doesn't really enter the book that I recall, though.