I would like to think a pilot wouldn't just ignore an instruction, but at the very least query it.
Depends on circumstances, eg how much time there was. One might
(1) negotiate, or:
(2) query, or:
(3) refuse, or:
(4) just get on with staying alive.
In all cases it would of course be polite to actually say something to ATC ... subject always to Aviate, Navigate, Communicate.
(Most recently when I wasn't too keen on an ATC instruction I received I negotiated and got what I wanted. In this particular case I had plenty of time, and was prepared to do what I was told if the negotiation failed, but it's not always like that.)