Eh, I don't really think you have to tell him anything.
It's kinda like the saying:
"You can lead a horse to water, but you can't make them drink it"
It just doesn't sound like your friend can handle feedback at the moment. I don't know him personally, so I can't say why he won't consider it, but I don't think it's really worth trying to give him feedback, especially when he doesn't seem to ask for it.
Even if you do give some solid advice, only he can choose to use it or not.
I say it's better to allow him to realize on his own that improvement comes with being willing to step outta your comfort zone. If he doesn't want to do that, that's on him, and there's really not much you can say or do to convince him unless he himself chooses to be convince.
As annoying as that sounds, we always get people who want to improve in something but don't want to really put in the effort or step outta their comfort zone to do it. It's understandable cuz we all go through that at some point in our lives, but at the end of the day, we still gotta be willing to let that go and move forward.