To me, the simpler explanation is loyalty signaling. A change in behavior represents a change in alliances, so your friends/family are trying to make sure you're not unintentionally signaling your desire to break alliance with them, to join another group. They don't want to lose an ally, or for your nonconforming behavior to negatively affect their status with others within your common social circle.

IOW, if you = Person A and your friend/family member is B, then B fears that some set of others C will identify you as an out-group member, and question B's status due to their association with you.

However, since humans are adaptation-executors rather than utility maximizers (and are thus inherently self-deceiving), only the most self-aware B will realize that this is what they fear. Instead, they will simply feel a sense that your behavior is somehow not-right, dangerous, or even offensive to some degree... and a resulting desire to save you from yourself, so as to reduce the agitation and discomfort they feel in the face of your behavior.

Btw, in at least some self-help and entrepreneurial circles this phenomenon is well-known, and persons involved in efforts to change or improve themselves are urged to seek out peer groups in which their desired/target behaviors are normal, desirable, and praiseworthy... as well as to expect/be prepared for negative reactions from current peer groups.

Actually, come to think of it, the advice to seek a peer group is also common to PUAs and 12-step recovery groups alike. Humans just seem to function better when they can realistically believe they are behaving in ways that are admired by others in their social circle.