I can relate to this 100%. The funny thing is though, I actually like it when friends give me candid unsolicited advice -- of course as long as it's communicated respectfully and not in a condescending manner. I take it as a sign that someone is more than superficially interested in the interaction with me, and it helps me understand other people's viewpoints.

“look, I have to tell you something really really important”

See, this is what I mean. In that case it was your friend giving you unsolicited advice and it sounds like it was actually important advice to receive and your life improved as a consequence. Do you now like your friend less?