I'm thinking your friend is in over his head, and needs training... FAST.
It's one thing to carry empty-chamber because you have had training, know full well what you are doing, and have made a conscious knowledgeable decision to do so.
Based on your friends comments, it sounds like he has not had any training, and has no idea what he is doing or why.
How is he going to use a firearm in a self-defense situation when he is so afraid of it, and seems to have no idea of it's basic functions?
It sounds more like he is doing this because he thinks it is the cool think to do, or is trying to impress someone, A firearm is a powerful tool... not an outfit accessory.
Please help him, before he gets someone killed.