The show was heavily foreshadowing that something was wrong with the Horsemen in the first place. In the Bible, the order of Horsemen goes like this:
A white horse, whose rider has a bow and arrow. This has been given varying intepretations, but has been attributed to false religion and the telling of lies to confuse people, i.e. the Antichrist. But this can also be conflict as a prelude to war, or possibly even pestilence.
A red horse, whose rider has a large sword. This is usually attributed to war.
A black horse, whose rider holds a balance. Since the phrase that accompanies this is "A quart of wheat for a denarius, and three quarts of barley for a denarius; but do not harm oil and wine!" this horseman has been attributed to famine.
A pale horse, whose rider is named Death.
In the show, the order is War and then Pestilence as far as the Messengers know - in short, the seals were being opened out of order! That should have been their clue that someone was tampering with their understanding of events.
The fact that the previous generation of Messengers were given their mission during World War II makes sense in light of the global nature of the conflict and the startling early successes of Japan and Germany, which could be attributed to supernatural agents pushing things along for their catspaws. Then, as the Messengers beat back the apocalypse, so too did the Allies begin to gain the upper hand.