Advice Must Be Accompanied with Proof
Al-Albaani: He has to advise him, why wouldn’t he advise him? But he can’t just advise him with mere claims, [saying], ‘Why do you do that? That is not allowed.’ This is not enough because maybe he will greet you with a similar response and say, ‘Why do you do such and such? That is not allowed.’
So when you want to advise him and do so by reminding him of that which has been narrated from the Prophet’s صلى الله عليه وسلم sayings and actions–then the advice will [indeed] be advice, done in the legislated manner.
Al-Hudaa wan-Noor, 79.