I would also love my kid and visit him frequently if he were in jail. Still, you can bet he would hear about the error or his ways from me. I think you can love someone and think they are wrong at the same time. I don't think it is wise to choose willfully immoral or criminal friends. However, unless a family member cause too much chaos in your life--and that happens--I think you should stick their problems out with them (even the self-inflicted ones).
When my single mother used to vacation down here in Florida with her boyfriend, they stayed in a motel room. I never had any problem with them staying with me, but they would have had to sleep in separate beds. I don't apologize for my moral restrictions, and she didn't criticize them.
That was the price of familial tranquility.