People don't just have a life. They also have a social life. That's dangerous.
Social lives involve faking reality to please others. They involve being "polite", fitting in, getting along, and compromises.
Social lives encourage being a second hander.
Social lives encourage hiding and suppressing your own values to avoid conflicts with anyone else's values. Each person tries not to have a self so they won't get into a conflict with the selves no one else has either. No one wants to step on each other's toes, so everyone stands by a wall with their feet towards the wall.
The less your values are a part of your social life, the less they are a part of your life as a whole. Time spent socializing is part of your life.
It's hard enough to be true to your values if you do your best to pursue them 100% of the time. If you accept compromises about your values, you're making it a lot tougher.
It works better to integrate your values through your whole life. Take them seriously as principled ideas, rather than limiting them to some special cases. Your values should be the general rule, not the exception.
Being consistent about your values is harder if you compartmentalize your life. Don't keep switching your values around, with one set of values for each situation. Don't have different modes of thinking for each situation. Don't split yourself in two – the social and the intellectual.
Focus on getting one type of life right and making it awesome.
Work on being a consistent person regardless of mood, recent socializing, exposure to your culture, and concerns about others' judgment. What Do You Care What Other People Think? Listen to ideas and learn what you can, and ultimately go by your own judgment.
Be a strong, selfish, independent person, rather than a second-handed shell that can be crawled into and driven around by any other person. Have a soul of your own instead of being driven and contaminated by being around the (weak) souls of others. Have your own frame and live it.
When you learn about a new idea, it's hard to tell if it works well for you when your life is fractured. If you have one life, you can check if it fits in. But if you have several different lives, you have to check how the new idea fits with each of them. To some extent, you'll have to make progress in each of your lifestyles individually. Whereas if you just have one lifestyle, you can put all your learning and progress into that one.
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Acknowledgments: some ideas presented are modified from, or inspired by, ideas from Karl Popper, Ayn Rand, David Deutsch and William Godwin. Thank you!