This question essentially addresses the difference between ego-syntonic and -dystonic disorders.
To quote Wikipedia:
Egosyntonic is a psychological term referring to behaviors, values, feelings that are in harmony with or acceptable to the needs and goals of the ego, or consistent with one's ideal self-image.
Egodystonic...is the opposite of egosyntonic and refers to thoughts and behaviors (e.g., dreams, impulses, compulsions, desires, etc.) that are in conflict, or dissonant, with the needs and goals of the ego, or, further, in conflict with a person's ideal self-image...
Many personality disorders are considered to be egosyntonic and are, therefore, difficult to treat. Anorexia nervosa, a difficult-to-treat Axis I disorder, is also considered egosyntonic because many of its sufferers deny that they have a problem.
Obsessive compulsive disorder is considered to be egodystonic as the thoughts and compulsions experienced or expressed are not consistent with the individual's self-perception, meaning the patient realizes the obsessions are not reasonable.
The egosyntonic and egodystonic concepts are studied in detail in abnormal psychology; while 'the notion of ego syntony plays an important part in psychoanalytic ego psychology'.
More generally, internalizing / mood and anxiety disorders tend to be ego-dystonic, while externalizing disorders tend to be ego-syntonic. This latter class includes substance abuse and antisocial disorders, such as those that relate to strong dark triad traits. This in turn includes psychopathy, and in the dark tetrad model, sadism as well, which @what has mentioned in his answer. Of course, it would be unwise to speculate about your friend's personal case, but in general, psychopaths are likely to lack some degree of self-awareness. More definitionally, psychopaths lack remorse, and often "suffer" more from megalomaniacal delusions. There is a thin line between primary psychopathy and narcissism, and disorders don't get much more ego-syntonic than narcissism.
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