I'm sorry to hear about your Dad's diagnosis.

I can certainly understand why you're struggling to understand and come to terms with your Dad's choice to refuse treatment.

I certainly wouldn't want to tell you to try and change his mind because we should all be able to make our own decisions in these circumstances, even if our decision is to refuse treatment and die earlier than we would if we accepted treatment. What I would say is that you could talk to your Dad and ask if he thinks that's the right decision for him, especially has he's mentioned not wanting to burden you with his dementia.

Macmillan have a great deal of information on talking about cancer here.

Best Wishes