"If it's a dream, then let me sleep." I've heard this on several occasions from religious people who wanted to just be left alone in their own comfort zone and belief system. No challenges allowed.
Getting through to them is just like our trying to get through to those who are politically asleep, or the way we were before we were awakened by Ron Paul. If he was not around, we would still be asleep. We still try to talk to those sleeping people even though we know that most of the time we will not succeed.
Challenging what people believe at the proper time and in a non-confrontational way is what I do to at least say that I tried. In addition, I may be the one who will learn something in the process and grow spiritually. By leaving people alone, we will probably remain the same.