Had the exact same problem with my parents in New Delhi. Father was suffering from lung disease. Wanted to sit outside on the balcony - fresh air, apparently. I tried to explain to him that the air is laden with dangerous levels of particulate pollutants. He didn't care. He died earlier this year.
PM10/2.5 levels continue to be disastrous (1900+/700+ on some days especially around Diwali). Mother still likes to open balcony doors and room windows to let 'fresh air' flow through the house.
Neither are/were uneducated. Post grads in SCIENCE FFS!
Cannot. Explain. It.