There are alot of reasons why people want to play the sniper role. Im sure many of them are media influenced. Games, televsion, movies, literature go ahead and take your pick. That media influence can inspire ideas of being the lone wolf, the hero, the unstoppable invisable force. Sometimes once a persons mind gets wrapped around that it can be hard to sway them otherwise.
If someone is hard set on doing the long ranger shooter thing, then all you can do is tell them the pro's and the con's and educated them the best you can. An example being engagement ranges, distance for safe shots and distance where your sniper rifle is no longer affective.
Help them make good decisions and judgement calls when it comes to the role. After a while they will either stick with it because that is what they wanted from the beginning or they will realise that maybe its not their thing and move on.
Think of it this way, if a kid wants a grapefruit slice give it to them. They may like it they may not.
"Its only a little bit on fire"