My parents made a joke of my joining a sorority as well. They called me "Buffy" and asked me if paying for friends was worth it. It was all in jest, but they didn't get it. Then, I invited my mom to our first Mother/Daughter brunch. She had so much fun and saw how wonderful sisterhood was, that she never made fun of it again, and even reprimanded my dad for doing so
As for my friends, well, some things are better to avoid if you can't come to an agreement on. Think of it this way, agree to disagree with them on the subject and let it go. But burning bridges is silly.
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Delta Phi Epsilon, Celebrating 84 years of Dedication, Pride and Excellence!