Selective Thinking?

We have the term "Selective Hearing" to refer to when a person ends up only hearing what they want to. You can spend literally hours telling someone that thinks something is red, "This is blue," and demonstrating all the reasons why it is blue, but they'll walk away still thinking what they wanted to all along because at only one point in the conversation you mentioned, "and some may think it's red." and they'll literally walk away think, "see? it's red!"