> They will refuse to accept "That's just not how that works" as an answer.

For many people with mental illness, it's not a "refusal". That implies agency and deliberate choice from a properly functioning mind. When it's the mind itself that is malfunctioning, those kinds of verbs don't really work. The very definition of "delusion" is a thing you are compelled to believe even in the absence of evidence. If you are able to stop believing it, if you are able to not refuse to change your belief, then it's not a delusion in the first place.

Further, some people suffering in this way have anosognosia, which means not only are they delusion, but their mind is also incapable of perceiving its own malfunction.