Here are a couple of articles citing scientific studies that dispute the idea the wind resistance makes running outside harder than running on a treadmill: "
The 1% Incline Treadmill Myth" and "
The 1% Incline Treadmill Myth Part 2." I suspect your friend is feeling a little threatened by your progress. It might feel a little harder to run outdoors (if nothing else, there's not as much give to the running surface) but I don't think it will be anywhere near as bad as your friend has suggested.
As for sweating, I drip sweat when I run indoors on a treadmill but I don't sweat like this when I run outdoors. You could carry a small towel with you when you run outdoors, but I find this isn't necessary. I usually just carry a men's hankerchief (monogrammed and everything) and that is plenty to wipe my sweat when I'm running outdoors.
Likewise, so long as I run during the cooler parts of the day, I find that I don't need my water bottle when I run outdoors. I would never run on the TM without water, but I just don't get as hot and thirsty outdoors. Probably because the "wind resistance" cools me off.
And running outdoors is fun. There are birds and other wildlife around and interesting things to look at. And it's like a club; all the other runners wave to you.

Even when I was at my most out of shape and could barely run four blocks without stopping, the other runners still waved to me, just like I was one of them. No one ever waves to me when I'm running on the TM.