Yes Antivirus really protect us depend which product u use... But what i think best for me is Bitdefender and Kaspersky. For example if didnt use any antivirus ur computer infected by viruses, worms or trojan it's gonna be big trouble such has ur information will leak to other people pc or virus keep on spreading on ur hard disk and if u insert ur pendrive to ur pc which got virus then it's spread to ur pendrive then u go to ur friend pc which dont have antivirus u plug in ur pendrive it's will auto spread to ur friend hard disk has well.

Your friend might be a gamer that doesnt want the pc to go lag cause by antivirus?
Or maybe he know what he is clicking?
Maybe your friend has allot of viruses on his pc then he wanna spread the virus to u ask u not to use any antivirus?
Just kidding hope ur friend is not bad.