I have to make a confession.
A very good friend of mine is friends with someone whom I am not quite proud of. Not just this one human, but a group of friends of this one person, whose values I am not very proud of.
However, the question is: What can you do?
You cannot (and should not) ask your friend to pick you over them. It’s kiddish. You cannot break up with your friend. That’s again kiddish.
You simply realise that people are allowed to pick their friends. While you must warn them if they are going into wrong company (he is not, he is simply making friends with different values), you cannot do anything else.
It is an unspoken insecurity. But for what it’s worth it.
Also, at the end of the day, you can only control yourself.
And, another unspoken truth is that you really have to learn to love yourself alone with the paths you pick, instead of getting attached towards any friend. That is the only way you truly love them.