I think it's part of how parents come to cope and deal with things. They don't want it to be true, they want to believe it can be fixed.
For those who are independent and living elsewhere, I think it makes sense to try to placate reasonable requests, but not to jump through every hoop that family asks for. My mother thought she could negotiate with me how long I would wait to transition, because I was "rushing" and it was "too soon." While I do think it takes time for family members to adjust (if they even do), there is no way my mother was going to be ok with my transition just because I waited some magical amount of time.
Besides not wanting me to work with a gender therapist, my family got the name and number of a psychiatrist from a friend that they know very little about. Just recommended for helping friends with a son with other mental health issues. I spoke to the psychiatrist on the phone and within 10 minutes he figured out that my parents need support, not me, and he woudl have sent me/referred me back to some of the same health network (includng my endo!) anyway.
Of course, jumping through that hoop did not make everything ok. Because the problem wasn't that I was seeing the wrong doctors. It was that I was telling them the wrong thing! Basically, my parents expected me to go to a therapist or psychiatrist and NOT tell them that I identify as male and see if they can find something else wrong with me.
They just don't understand gender identity nor do they even understand what therapists or psychiatrists do or how mental health issues are dealt with. When you are dealing with family from a traditional and conservative background like that, there isn't a whole lot you can do. They can choose to learn more and take a science based approach, or they can fight it - either using faith to suggest that GID doesn't even exist or by digging their heals in about how well they believe they know who you are to say that "yes, there ARE some trans people, but you're not one of them, so whenever you tell people you are, there is something else very wrong with you."