This is a pretty nuanced problem, in my opinion. Here are my thoughts:

1. You're definitely judging them
2. I don't necessarily think it's wrong to judge them, but it would have to be for different reasons than you state. I would judge them for being personally incompatible with the fundamental tenets of society (ie that you contribute to it and act as a good citizen)
3. You can't change the mind of someone who isn't open to change. One of the things you'll need to accept is that most people are only willing to learn from their own mistakes, and a good portion of those aren't even willing to learn from their own mistakes consistently. You will need to wait until they regret their decisions before change can even be possible. And even then be aware that there's a solid chance that they'll still keep doing whatever they've been doing
4. It's good that you're thinking about this, but on the other hand, it's not your responsibility to ensure that your friends have good lives. Your responsibility is to yourself, and if you act as though you have responsibility over other people, you come off as nosy, pushy, bossy. Be careful that you don't confuse advising someone with assuming responsibility over that person.