Should I stop talking to someone my friend doesn't like?

I met someone online and we've become good friends. Recently one of his classmates contacted me because he was interested in dating me but my friend said his classmate wasn't a good person + we should prank him and tell him I'm trans to stop him from talking to me since he isn't gay so wouldn't want a girl that's actually a guy. So we did that but his classmate was surprisingly nice about it and in fact still contacts me but with the aim of becoming friends instead. I told my friend the prank didn't work, and he then told me to stop talking to his classmate because he doesn't like him + the only reason why his classmate is talking to me is because he wants to get a visa through me (they live in a poorer country). Whenever I bring up the classmate the fun mood of our conversation is ruined and he tells me to stop talking to that guy.

So do I respect my friend's wishes and ignore his classmate's attempts at making a friendship, or do I risk ruining the friendship with my good friend and continue talking to his classmate who may or may not genuinely want to be friends? Does it seem like the classmate actually does just want a visa? And how do I stop talking to his classmate without being rude to the classmate? I feel bad just ignoring people who've been so nice to me, even if the kindness is secretly fake, and I also don't want to tell the classmate that the reason I won't talk to him anymore is all because of my friend, because that could also harm our friendship.