Found this the hard way multiple times. Some people just want to feel bad about themselves and want others to pity them. They'll listen to advice, but they won't take it. If you stop they'll manipulate and make you feel guilty, but you have to know when to walk away.

You can bring the horse to water but you can't make him drink.

I sometimes use that as a metaphor.

I heard this as: "You can't wake someone who's pretending to be asleep."

Far enough