I'm not too sure, but I'll give you my opinion for what it is worth.

I think it is one thing to agree with what they are saying...

And quite another to sympathise with how they are feeling...

If I had some delusional beliefs that were paranoid in theme I imagine I might well feel pretty afraid and anxious. I would think you could sympathise with those feelings without having to endorse the particular beliefs they have come to on the origins of those feelings.

How about if you present the situation as your being very concerned for them and for how they are feeling? Medication can be fairly effective with respect to helping people feel better. To reduce some of those experiences that tend to prompt delusional explanations.

Make sense?