I am looking for an idiom which means sticking fingers in your ears does not change the fact; the fact remains so, even if you don't listen to the one who is mentioning it.
Don't bury your head in the sand
Fig. to ignore or hide from obvious signs of danger. (Alludes to an ostrich, which is believed incorrectly to hide its head in a hole in the ground when it sees danger.)
"Stop burying your head in the sand. Look at the statistics on smoking and cancer."
...it will thrust its head into the bushes, and remain there as if her whole body was well concealed. Again, it is said that the ostrich is naturally deaf, which does not a little contribute to her stupidity.
There's also the closely-related saying...
...which essentially means "Wishful thinking obviously doesn't change things in the real world"
Facts are stubborn things. - John Adams
Perhaps a more subtle approach, although not directly addressing the "fingers in the ears" part.
Along the lines of FumbleFingers second offer, the phrase wish away is found in US usage.
wish someone or something away
to wish that someone or something would go away.
You can't just wish him away. You'll have to ask him to leave!
Don't try to wish away the difficulties of your life.
A classic, and somewhat snide, idiom which captures this situation is
And yet it moves...
This is the English translation of a famous quote by Galileo:
E pur si muove (or Eppur si muove)
Which he spoke (one imagines sotto voce) after his imprisonment for promulgating the heresy that the Earth orbits the Sun, in contradiction to the Church's (then) position that the Earth (and its people) was placed at the very center of the universe by God Himself.
According to Wikipedia:
In this context, the implication of the phrase is: despite this recantation, the Church's proclamations to the contrary, or any other conviction or doctrine of men, the Earth does, in fact, move [around the sun, and not vice versa]. As such, the phrase is used today as a sort of pithy retort implying that "it doesn't matter what you believe; these are the facts".