You can love your friend and still refuse to ride along for their worst idea.

Loyalty gets confused with agreement, especially when someone has decided on something and wants company in it. Going along is not support; it is the easiest way to avoid one hard minute. Real closeness can hold a no without cracking, and often your friend knows that even while they are annoyed with you. Declining the plan is not declining the person.

If something is coming that you do not want to be part of, settle your answer before you are standing in it. Keep it short and warm, with no lecture attached. Then stay reachable for whatever happens next.