No matter how much you want this not to be true, there will always be some people you can’t help.
This is a painful experience. Some of those people actually want your help – or at least, they think they do. They’re the hardest ones. Some people need your help but don’t want it, and it’s a little easier there.
But in any case, grappling with the limits of your powers is never fun. You, however, are finite – you have a limited capacity to help. Regardless of the pain, remember that you have to put your time and effort where it will have the greatest impact. As hard as it is, identify and act, then move on. Do what you can, but don’t do what you can’t.