We've just pushed out hotfix 1.3.7 to make a minor change to the way the friends list functionality works.
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[*] Adding a friend in Steam now adds the friend in-game. Removing a friend needs to happen both in-game and in your Steam friends list, for full flexibility.
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Just for clarity, the friends list now works as follows:
Adding a friend in-game [b]does not[/b] add the friend in Steam
Adding a friend in Steam [b]does[/b] add the friend in-game
Removing a friend in-game [b]does not[/b] remove the friend in Steam
Removing a friend in Steam [b]does not[/b] remove the friend in-game