An idiom meaning "sticking fingers in your ears does not change the fact"

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."

This 1760 dictionary says the general concept goes back to at least Pliny in the first century...

...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...

If wishes were horses, beggars would ride

...which essentially means "Wishful thinking obviously doesn't change things in the real world"

You can break the thermometer but you can't change the weather.

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.

More of an aphorism than an idiom, this frequently quoted statement from Moynihan:
"Everyone is entitled to his own opinion, but not his own facts".