To answer your question OP, I typically don't present a whole lot of information regarding prognosis. If they want to pay me an MD salary I would certainly be willing to present that information. But I can tell you what I do with families when I know that their baby will die and they are not open to comfort care or anything but aggressive treatment. I will often ask an attending physician what they think about the family's level of understanding. I ask them what was told to the family, etc, so that I have a baseline to start from.
Then I will ask the family what they have been told and if they feel they understand the baby's very critical status. Generally that opens up the conversation in a non-threatening way. I usually say something along the lines of "this is your story, not mine, and my role is to support you in whatever you choose to do, and I will support the decisions that you make, but I need to know that you understand your options and your baby's condition". Something like that so that they know that I am there to aggressively treat and sustain their baby's life until they change their minds or the baby passes. I really do support their decision and feel that I can do those things ethically as long as the parents really GET IT. I will sometimes remind them that at any point they can change their minds about treatment options and that at any time they can decide to hold their baby/pursue palliative options/withdraw care, etc. I usually say something like "I only am explaining this to you because as your nurse it is my responsibility to make sure you understand all of your options at this point, and I totally understand your choice to continue with aggressive treatment".
These are the types of conversations I have with families AFTER they have had them with the physicians/palliative care etc. My role in my eyes is to reinforce these conversations, make sure they understand the baby's condition, make sure they understand options, make sure they understand they can change their mind, and make sure they know that ultimately I support their choice and am there to support them in a very difficult time.
ETA: I don't have these conversations every single time I care for a baby like this. If the baby is maintaining their status and the family is well aware of their condition, I don't just randomly bring this kind of thing up. It's usually when I feel like we're reaching a point where it becomes relevant again. Say we get a crappy gas, or we have to start an epi drip, or something changes in some way, or I take over when the baby is having a particularly crappy day. That's when I'll kind of sit the family down towards the beginning of my shift and just say hey, I know this is a tough conversation and I just want to get it out of the way and make sure we're on the same page. Usually people are really responsive and very appreciative of this approach.