When people are committing a crime are doing something illegally there is nothing wrong with going to authorities as long as you have well founded concerns or proof. We don't know anything about this situation but your general advice can also have negative side effects. If someone was neglecting their child or elderly parent would you say don't get involved? What if you knew there was domestic abuse going on in the home? People should get involved as long as their safety is not at risk but people need to be able to live with the potential consequences of their actions. Assume there may be issues other than just their immigration status so I would suggest they try discussing any non-immigration issues and perhaps bring up their lack of status and discuss and the steps they may be able to take to try to legalize their status. Bringing up longterm issues like access to healthcare with Covid that would be the perfect reason to start talking about the issue.