Delusions are distorted models in your head about the world around you. Facts, arguments or perceptions will not correct this model. A person with delusions will fit the facts to the model. People with psychoses can entertain delusions, but so do people who believe in conspiracy theories.
The placebo effect doesn’t exist
Depression lifts with placebo pills, joint pain disappears after a placebo operation. Changes in the brain can be observed after the use of a placebo. How do such effects of sham treatment come about? Placebos do have effects. But THE placebo effect does not exist.