1. In your example, the group of buddies all created the rules and consented to them. This is not true for laws which instead invent concepts like the social contract to justify itself.
2. When you break the law, say murder, the ultimate victim is the state. The person you murdered is just evidence in the state's case against you. This is why there are Victims Right's movements. This is not really true with such buddie rules: breaking them may hurt your friends' feelings, but there wont really be an equivalent to it harming the social fabric.
3. Laws imply law enforcement, which implies use of force. Are you and your buddies willing to enforce your rules on each other with lethal force?