this is what I have learned through experience with my delusional mother -- you can't make them realize it. No matter what you say, they will develop an expanding delusional answer.
So, it seems better to keep them safe, protect them from harm (either self-harm or misfortune) - some, like my mother, became paranoid - and when that happens they sometimes do irrational things - so they put themselves in harm's way - because of their irrational beliefs. Some try to flee from their imaginary tormenters - and this too puts them at unnecessary risk.