Are they allowed to tell me this? (Work issues)

I work for a small corporation company. Our office is split into three different departments. There’s 7 people in my department, 9 in another department, and 2 in the last department. We all share an office space that is sectioned off by department. Usually departments don’t talk much to the other departments. I have been with this company 3 years but I left for a year and have been back now for 3 months. I’ve gotten close with the supervisor of the 2 person department. He’s really cool and I consider him my friend. Since starting back, he’s had some issues with his other department member that he is supervisor over. The issue was sent to HR and the site supervisor advised us that we were not allowed to talk to him about what was going on between him and HR or else we would face consequences. All that is over now and he was understanding when I told him I couldn’t talk to him about it all during HR investigation.

Cut to today, I go outside to smoke and he meets me out there and we sit and talk. He walks back in my department area and says hi to a few other people and then we all start talking about our health insurance through work and how it seems they made a mistake. The site supervisor came over and told my supervisor that we all needed to be told to get back to work. So my supervisor told us and we all went back to our offices and stopped messing with our health insurance. Once everyone is back in their offices and my friend is back in his department, my supervisor calls me to her office and says that I need to be careful around my friend in the other department. She said the site supervisor doesn’t like him and that it’d probably be best if I left him alone while at work. She told me to maybe watch how much we spend time together talking around others. So to me it feels like they’re telling me I can’t be friends with him at work when he seems to be the first real friend I’ve had in years. I just need an outside opinion. I probably gave info that was too much. But are they allowed to tell people in separate departments that we should be talking as much? Can they actually do anything if I continue being friends with him? We only talk at work during our smoke breaks and lunch breaks.

**side note for clarification**

My friend wasn’t in trouble with HR, it was the other person in his department that was in trouble and she ended up quitting, but since he was her supervisor, he had to be in the investigation as well. He had just been talking to me and my department coworkers about the situation to try and get some advice as this was his first time as supervisor having issues.