I am trying to think of a word, it is when people are trying to do something about it but it is a lost cause and they are doing it for no reason.
They are chasing a fantasy..?

I don't even know if there is a word but I'm pretty sure it is some expression that people use for when people are fighting for a lost cause or something.

in vain
a. without effect or avail; to no purpose:

They tried in vain to move the the marooned boat from the sandbar

That is my best guess based off of your description.

Yeah that might be what I was thinking, it works. I still feel like there is another word out there.
Like people are just trying to get something they can't get.

That's what I was going to post, my dear nordlead.

AdventWolf, a related word may be "utopian" (in some contexts).