Damn, breh. This one hits hard.
My father spent over half my life on dialysis. He went through his ups and downs, but ultimately his body gave out on him, since he refused a transplant (from me, as I offered multiple times), and that was really that was the only way he was getting out of it.
I understand where he's coming from. Having all the blood in your body drained out of you and reinserted three times a week is incredibly exhausting. It's an incredibly bleak process too, since the connections you make with those going through the same experience are temporary for one reason or another (few of them good).
Like someone else said, do what you can for him to make sure he feels he's leaving in a good situation. A lot of people who decide to stop do it because they think they'll be less of a burden to those around them if they're gone. All you can do is let him know that regardless of circumstances, he's your father, and will always be loved.