On the contrary, I think it's vital that we allow people to feel proud for things like this - otherwise, they won't do it.
Do you honestly think you would have had so many good platonic relationships with women if you didn’t take it as a source of pride?
Aside from our base animal needs, pride and shame are the primary tool for shaping human behavior. And so if we shame people for feeling proud of the things that we'd like to see more of, we are shooting ourselves in the foot.
In this regard, your friend's attempt to diminish your sense of pride about being good at having platonic relationships is actually a very bad strategy for encouraging and celebrating your tendency to have good platonic relationships.