I don’t know your background-- are you currently double-enrolled in both an RCIA program and your Lutheran confirmation classes? Or is conversion something you desire in your heart, and a goal you want to move towards in the future, but you’re not actively enrolled yet?
Since you say your parents want you to finish your Lutheran confirmation, it sounds like you’re currently in jr high or high school? (6th-9th grade-ish?)
If so, I’d suggest respecting your parents’ wishes for the moment. When you get to a more independent stage in your life, you can tread your own path more freely and follow your heart. But right now, subjecting your will to theirs is an exercise in humility and respect.