Like everyone else said, he understands there's a mean stabby person, and that you love him. As far as science can tell, they don't understand that what's being done to them is for their own good. It's why veterinary chemotherapy tries not to go so hard to induce the bad side effects nearly as much as in humans. Humans understand why they feel so bad and that it's somewhat temporary. Since animals don't (as far as our understanding), we try not to push them into the puking, losing hair, feeling like udder crap zone. If that happens they usually dial back the dosage so the side effects are better controlled.