How is that any different than a smoker being uncomfortable quitting smoking?

It's pretty similar, actually: just as a smoker may prefer to quit but find doing so psychologically difficult, someone with a terminal illness may prefer to take their meds but also find it difficult. It's not clear how to assign utility in such a case, as the agent involved isn't a unified whole. There's the sub-agent who is addicted and the sub-agent who wants to quit.