I have found "Whistling into the wind" online but I do not think it fits because it seems to mean that your words are not heard, whereas the opposite should mean that you're being informed by someone of a 'fact' with which you strongly disagree.

I generally respond, "you're preaching to the choir", when somebody 'vents' to me about something that I too take some issue with, which may be an evolution of the idiom used when you tell someone something they already know, rather than something they agree with.