True, but there is an option for a double win (they are freed of the illness but you still see them). It is a lot of work but you have to convince them that they are worth much much more than the grasps of death, you have to help them.
If nothing works there maybe take them to more people who also like them, hell, take them to church, take them to nature make them see the beauty of the world hiding under the veil of the cities. Disconnect them from the city and politics, that stuff only causes stress, have them watch a sunset, show them things that give awe, make them not want to leave.
If there is one thing that is the most stressful is if there is an afterlife and how what you are about to do will affect where they go. If the christian gospel is true, there is a chance you could go to hell, which is worse than their miserable life on earth. Many religions see it as sinful and affecting to your afterlife. Even if you are an athiest, in those final moments, you may wonder. It will either scare you out of it or reinforce the death.