Did you ask them why this is so?

It's actually been a profound question asked by both atheists and Christians alike. Why is it better to exist than not exist? Assuming Naturalism, there may actually be very little distinction.

The problem is as follows: A view of knowledge at one point had emerged among thinkers in our universities and school systems according to which knowlegde was to be limited to mathematical empiricism --that is to say, if you can formulate something by way of a mathematical formula and test it with the five senses, then you could know that it was true. If you were not able to place a mathematical formula and test that formula against empirical observation, then it was not the kind of question that could be known one way or the other.

Now, given that knowledge has been limited to the hard sciences that employ empirical methodology, it follows that all of the questions that are really important to people which fall outside empirical verification are no longer regarded as questions for which there could be answers that are known to be true. It was a short step from there to a population of people who no longer had the conviction that there was any real difference between right and wrong, because such distinctions involve the existence of real Purpose in the universe. But Purpose is something for which mathematical empiricism is not going to vindicate. And if there is no Purpose to speak of, then there's just none to violate.

If what amounts as "proof" is limited strictly to that which can be verified empirically or mathematically, this would exclude in principle precisely the kinds of questions which human beings, given over an hour of unhappy times, find the most burning, namely questions of the meaning of the whole of human existence. One will have to fabricate a false sense of purpose if there is going to be any reason to one's existence, and I think this is what your friends were trying to say.