You are not being a bad daughter. I could never watch my dad do what your dad is doing and say nothing. Even though it's VERY hard for him to hear you, he probably knows that you're right. He just doesn't want to give up the things that he loves.
You can't change people. He needs to realize for himself that the things he is doing to his body are very harmful and will catch up with him one day. Is your mom on your side at all? Can she stop buying some of the junk that he likes to eat? If she could eat a healthy diet and help him stop eating junk food it might be easier for him.
My parents both smoke like chimneys. It breaks my heart. I have begged them both for the past 15 years to quit smoking. They have tried but have never been successful. It kills me because I have a nagging feeling that one, or both, of them will tell me they have cancer one day. They just say that they're going to die somedy no matter what, they might as well have enjoyed life while they were alove. It's a fruitless battle.
Try not to take it so personally. Big hugs to you Dalia.