The rich man, burning in hell, asked for someone to be raised from the dead and then to be sent to his family to warn them of the hell they were heading to. 
The response was this: if they’re not going to listen to Moses and the prophets they aren’t going to listen to a dead man walking.
The fact is some people choose to reject the Lord because they have hardened their hearts. They don’t want to see or hear the gospel. They want no part of it. 
This account isn’t recorded in the Word to give us an “opt out of sharing the gospel” clause. 
Instead it is recorded to teach us that even though we may be doing everything as the Lord would have us to do, we may still experience rejection. 
So be encouraged. You aren’t doing wrong. Don’t give up. Keep fighting the good fight.