It's awfully hard to answer this. Where is your loved one in their cancer journey? Newly diagnosed? Been fighting for a while? For the newly diagnosed I would suggest finding out as much as possible about the cancer, treatment, side-effects, etc. More knowledge may help your loved one see that all is not lost. If the fight has been going on for a while and the results discouraging, then I suppose all you can do is show your loved one what they have to live for.
In the end, though, it is their decision. Maybe the best you can do is support them in their decision. It's a hard choice. And difficult to understand.