Back in the 90's I worked with a guy who said virtually the same thing as your friend. He was very advanced, and really into it - and proficient in other martial arts - so I was really quite surprised when his response to my asking what the best training for self-defence would be was, without hesitation, 'learn to box'.
The training regime is probably one of the best and most balanced you can engage in, too. The fittest old sportsmen I know were all either keen boxers, or cyclists (and, in some cases, still are).