I would choose: get your money back.
If you choose to continue with the application even if the sponsor is found ineligible, the application will be processed at the visa office and will be refused because there is no eligible sponsor. But it will take the same amount of time it ordinarily takes to process. Better to just get the application back if the sponsor is not eligible. Then you can see why they rejected the sponsor, fix whatever the problem is, then send in a new application. You only lose a bit of time and $75 dollars.
The only reason to choose to continue with the application is when you know the sponsor is not eligible, but are hoping to be able to be accepted on humanitarian and compassionate grounds or on appeal. This will take a long time. It is a very unusual case where this would be necessary.
If you choose to end the application and get your money back if the sponsor is not eligible, but the sponsor is found to be eligible, you can still appeal if in the end the application is refused.
