Joseph, Just FYI, the gemara in Avodah Zara tells us the story of Rebbe Yehudah Hanasi who was best friends with the Roman ruler Anthony (Antoninus). They were so close that when Anthony died, Rebbe was crying and said nisparda hachavila (the bundle has been separated.) I believe other tannaim or amoraim were mentioned there with similar situations.
We should not drink with them, but that doesn’t mean we can’t be friends with them.