Yes I have, not so extreme, but there all the same. I actually think you have to accept you are going to lose some of your friends (and make some new ones of course because being in business opens up a new friendship group to you).
I found when I went into business that almost all my friends were very supportive in the run-up phase and during the first few weeks for some and the first few months for others. Then people begin to realise that you are never going to go back to the old timetable. Others can understand that a business isn't something which shoots out cash but rather, if you are ambitious to expand and develop then a business is a black hole into which you pour money for rather a long time. People expect you to be able to 'get on' while milking the cash out of your business.
The other problem is that so many people have any real grasp of what it takes behind the scenes to run a business and their ideas of how you build up trade are always of the most expensive - so they'll love to see your advert in the paper and can't understand that this may not actually bring in any business, and are baffled by such 'useless' activities as postcard mailings.
I find it particularly difficult running a shop and delivery service, as most people's idea of shop work is that your sit there behind the cash register and wait for the customers to come. People have no idea of the endless work behind the scenes, particularly in a shop with a big turnover, that keeps new stock rolling in all the time, and fresh new displays and information around everytime a customer comes in. I'll deliver to someone at 9.30 pm in the evening at a location 100 miles away from my home but they'll be baffled that if they phone me (on my landline!)half an hour later that I'm not there... And as to admin well it is just beyond most people's concept.
I think there is another barrier to understanding, which is that people become self-employed for a complex of reasons, and one of them is a desire to be self-employed and this can be the dominant reason. To (some) people earning wages everything is measurable in terms of how much you got paid for it. I think for many self-employed people there is a delight in paddling their own canoe which reframes a lot of considerations. Therefore I may hope to make x amount out of a mailing but the real reason for doing it is to keep the canoe afloat and travelling along - obviously these two considerations are related but not exactly the same.
After six years in self-employment I've lost several friends (we didn't fall out, they just drifted away in response to my new lifestyle), I have a very different relationship with another group - they find it a bit odd but they like to see me when possible and don't ask too much about the rest of my life, for some (the best) it hasn't made any difference because they like me to be happy and doing my own thing, and I've made new friends who are themselves self-employed.