When people aren't doing something they logically ought to, there's often a part of them that has objections--quite possibly valid ones--that aren't getting honored. I'd want to find a way to make those discussable and get really curious about them. If you're successful in that--and not coming from an agenda that holds them inherently invalid--you will reach a place where you can say, "aha, I get your concerns about coaching: they're blah blah blah...is that right?" Then find out what that part wants for the person. If you're still doing this in a way that's honoring the part that holds an objection, you can then start a negotiation--e.g., so if there were some form of coaching could be done in a way that further what you want, and avoid what you don't, what else would you need to see to be open to exploring it. When those questions are answered, you will have an opportunity to design an experiment that would give the individual a way to be open to coaching, as well as a good understand of how it would have to be structured to work.
BTW, you can't persuade anyone to do coaching. If that's important to you, don't bother. But you might be able to bring enough curiosity to them and yourself that the person might persuade themselves.