Would you remain friends with a guy who falsely claims to be an ex Navy SEAL?

Several mutual friends as well as myself do not believe this 30 year old guy. I mean he complained that he might have to stay up all night one time. He complains about the cold, etc. He never shuts up and acts like he has to check his front door and back gate at least three times which makes me feel like he doesn't trust himself. I used to be in the Navy and find it hard to believe this guy was anything other than some pencil pusher. He claims that he wants to go work for the govt in Homeland Security. I was like dude with your experience as a Navy SEAL, I think the doors would be open. Anyway, I don't want to get in a barfight only to realize that I am on my own because this guy is all talk. I mean I feel it is wrong for this guy to steal the honor and valor and respect that I would give a real SEAL. Help. I think I should no longer have anything to do with him because he seems to be so sissyish and full of self-doubt and fear.