My cat has a lump on his leg. I am not going to do treatment if it is cancer. Should I even take to vet?

If the m is "squishy" it may only be a benign fatty tumor. You should definitely take the cat to the Vet and have the biopsy. Even some cancers are treatable with surgery to remove the tumor, providing the cancer has not metastasized to other places in the cats body. If you are not comfortable with your Veterinarian, you might look for a new Vet that you are able to deal with comfortably and honestly.