Belief structures do not necessarily have to be internally logically consistent. However, consistent systems are better, for the following reason: belief systems are used for deriving actions to take.
I have a working hypotheses that most evil (from otherwise well-intentioned people) comes from forcing a very complex, context-dependent moral system into one that is "consistent" (i.e., defined by necessarily overly simplified rules that are global rather than context-dependent) and then committing to that system even in doubtful cases since it seems better that it be consistent.
(There's no problem with looking for consistent rules or wanting consistent rules, the problem is settling on a system too early and applying or acting on insufficient, inadequate rules.)
Eliezer has written that religion can be an 'off-switch' for intuitively knowing what is moral ... religion is the common example of any ideology that a person can allow to trump their intuition in deciding how to act. My pet example is, while I generally approve of the values of the religion I was brought up with, you can always find specific contexts (its not too difficult, actually) where their decided rules of implementation are entirely contrary to the values they are supposed to espouse.
By the way, this comment has had nothing to say about your friend's comment. To relate to that, since I understand you were upset, my positive spin would be that (a) your friend's belief about the relationship between 'math' and social justice is not strong evidence on the actual relationship (though regardless your emotional reaction is an indication that this is an area where you need to start gathering evidence, as you are doing with this post) and (b) if your friend thought about it more, or thought about it more in the way you do (Aumann's theorem), I think they would agree that a consistent system would be "nicest".
Usually, I don't get offended at things that people say to me, because I can see at what points in their argument we differ, and what sort of counterargument I could make to that. I can't get mad at people for having beliefs I think are wrong, since I myself regularly have beliefs that I later realize were wrong. I can't get mad at the idea, either, since either it's a thing that's right, or wrong, and if it's wrong, I have the power to say why. And if it turns out I'm wrong, so be it, I'll adopt new, right beliefs. And so I never got offended about anything.
Until one day.
One day, I encountered a belief that should have been easy to refute. Or, rather, easy to dissect, and see whether there was anything wrong with it, and if there was, formulate a counterargument. But for seemingly no reason at all, it frustrated me to great, great, lengths. My experience was as follows:
I was asking the opinion of a socially progressive friend on what they feel are the founding axioms of social justice, because I was having trouble thinking of them on my own. (They can be derived from any set of fundamental axioms that govern morality, but I wanted something that you could specifically use to describe who is being oppressed, and why.) They seemed to be having trouble understanding what I was saying, and it was hard to get an opinion out of them. They also got angry at me for dismissing Tumblr as a legitmate source of social justice. But eventually we got to the heart of the matter, and I discovered a basic disconnecf between us: they asked, "Wait, you're seriously applying a math thing to social justice?" And I pondered that for a moment and explained that it isn't restricted to math at all, and an axiom in this context can be any belief that you use to base your beliefs on. However, then the true problem came to light (after a comparison of me to misguided 18th-century philosophes): "Sorry if it offends you, I just don't think in general that you should apply this stuff to society. Like... no."
And that did it. For the rest of the day, I wreaked physical havoc, and emotionally alienated everyone I interacted with. I even seriously contemplated suicide. I wasn't angry at my friend in particular for having said that. For the first time, I was angry at an idea: that belief systems about certain things should not be internally consistent, should not follow logical rules. It was extremely difficult to construct an argument against, because all of my arguments had logically consistent bases, and were thus invalid in its face.
I'm glad that I encountered that belief, though, like all beliefs, since I was able to solve it in the end, and make peace with it. I came to the following conclusions: