This fairly modern proverb conveys a simple idea, but occurs in the wild in more than one wording.
Put plainly it is: Never wrestle with a pig. You'll both get dirty but only the pig will enjoy it.
As attributed to various people, including Cyrus Ching and George Bernard Shaw, it reads: "I learned long ago, never to wrestle with a pig. You get dirty, and besides, the pig likes it."
See also:
Never try to teach a pig to sing
Never argue with an idiot and Never argue with a fool.
Please don't feed the troll