Nooo! It is possible to treat them at that stage. If he is swimming and eating fine then do NOT stop the treatment. Only stop the treatment and carry out euthenasia if your fish is obviously suffering. Eg: Refusing to eat, not being able to swim properly, not reacting to anything.
One way to tell how ill a fish is - If you can catch it with your bare hands then it is really sick.
If he is doing fine in all other aspects then please don't stop the treatment. With good water quailty, the right meds, and extra care fish can recover from dropsy.
If your water quality is bad then stop the meds and get that right first. You should only use treatments in perfect water because if the water is still bad it will make the fish sick. It's a bit like sitting in a room full of people smoking when you have asthsma - You take your inhaler in there it's not really gonna do the difference... you're still sitting in a room full of people smoking.