For what reason grandiose delusions and paranoid delusions don't go away?

Brain disorder. Many general medical and psychiatric illnesses are life long, and the symptoms last forever. This is true for diabetes, high blood pressure, sickle cell anemia, and so on. Many psychiatric illnesses have symptoms that last the entire person's life. With continued treatment, symptoms can remain in remission. Please keep in mind that if a person has schizophrenia, treatment needs to be lifelong.