Wario's character is designed to be hated, unrelatable and repulsive, I think part of the fun of the character is exactly that. Now everyone deserves to have friends, so I'd say yes, being friends with Wario could be interesting! Plus having a guys like him on your side is much safer than him being against you! Hahah
You have to ask yourself: "How does Bender have friends?" You know. The robot from Futurama. He's a greedy thief who backstabs his friends, endangers children, and just an all around rude fellow with a huge ego. Essentially he's Wario. And yet he has friends.