Everyone is an independent individual with his own thoughts and behaviors. Making friends is your own choice, so you should respect your wishes and feelings. If your friend won't let you associate with Shandong people, I suggest you communicate with him to understand his specific concerns and reasons.

At the same time, Shandong is a province of China, and its people have their own unique history, culture and traditions. They are part of China and should be treated equally, respected and tolerated like people in other regions. If you want to associate with Shandong people, you might as well try to understand their culture, customs and lifestyle, so as to establish closer friendship.