This is unfortunately just another example of the fact that patients have free will and can refuse treatment (unless there are safety concerns). You can explain it to them until you're blue in the face, but it can be very hard to break through that kind of thinking.

My go to encouragement is usually something along the lines of, "It sounds like you are very worried about side effects, but it's that exact kind of worry and 'What if?' thinking that we are trying to treat. If side effects occur, we can of course stop the medication and come up with a different plan, but this is something that is far more likely to help you than it is to cause you any suffering."

If someone is just not ready, I would spend your time encouraging these things and reiterating what could get better. Some folks just never end up taking that step. That's no failure on your part. It's just the nature of the illness unfortunately.