They'll probably feel you are not supporting them? In times, I have felt, I have wished a friend was more open, it would not have mattered if they agreed with me, that they would not close and hide (I sensed) hurt more. They may not like, or want your advice, but being heard and listened to goes further than you think.
Focus on your feelings for your friend, they are telling you in trust, and you can tell them what you think. They may really want this of you, but respect if they choose how to see whatever the question is? It is their life, and no matter how you think they should live, they are going to find their own way, too...
