Well, sure. It bothers me, too.

And sometimes I say to my friends "You know, it really bothers me that you do X."

And I do things that bother my friends. And sometimes they say to me "You know, Dave, it really bothers me that you do X."

And we all try not to say that too often, because that's annoying... but when the right moment arises, we say it.

And that isn't a contradiction. Quite the contrary, part of what friendship entails is the willingness -- I might even say the obligation -- to find supportive ways of communicating such things. It's uncomfortable, sometimes extremely so. But we do it, because that's part of what friends do. (Some of us are, of course, better at it than others.)