I agree with your assessment that it is usually better to go for something you want instead of regretting it later. In your friend's example, the difference isn't that big, and he wouldn't suffer for that choice anyways.
As for the topic of integrity, I do believe that everyone has a price. If we're going extremes, I would probably pick my family over a country, or a large group of people. But there would be no sense to choosing my family over the world, where there will be nothing left afterwards. If it is a choice in morality, I would go for the one that is good, regardless of whether others are doing it or would do it.
Integrity and morality are always situational, aren't they? Everyone has a price, or a fear threshold that if crossed, will be justification enough to contradict.