I do not believe it is wrong to warn someone from what is wrong as long it's done in the correct manner.
Unfortunately, you are not the only individual who has to deal with this..But speaking to one in a way that they will understand, a way to 'get to them'. Also that every individual understands in different ways, different ways you can approach them, speak to one, and usually respect and calmly spoken without losing the cool always has it's benefits. Alongside one needs patience.
The other difference between you and them maybe that they are not aware of the seriousness of the matter concerning the wrong and right so maybe if you showed them the disadvantages and advantages of the certain things, the reasoning behind them etc. Not sure if i've helped..I hope there comes a better response inshaa'Allaah.
Reminds of this talk by Sh. Nouman Ali khan ..