Their connection with you might distract your friend from their life path. It's not that you'll intentionally divert their progress in life; it's just that your values will be in conflict with where they're going, and to remain friends will mean that they'll have to make compromises that won't be the best thing for their own destiny. Neither of you will create problems on purpose; there will just be something implicit in the people that you are that will make it hard to move forward in life as friends.
The real problem will be that eventually, you'll both have to make a choice. Which is more valuable to you -- the friendship as it stands, or your own future as your authentic self? The two might be mutually exclusive. You may have to decide to step out of each other's way if either of you is to be truly happy.