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The problem there isn't that they want to run an evil character, it's that they want to run a Stupid Evil character. Just because someone's evil doesn't mean they can't be team players or genuinely have friends. For example, one of my favorite characters I've ever run was a Neutral Evil gnoll warblade. Chakk's life goal was to become the most powerful warrior who ever lived. If people got in the way of that, he'd kill them without a second thought. If they stayed out of his way, he didn't care about them and certainly wouldn't waste time on them. The rest of the adventuring party with him, he at first tolerated because they weren't opposed to his goal and often very helpful to him (buffing, healing, etc) and as time went on he came to genuinely value their companionship in a violent sort of way (i.e. "mess with them and I kill you").
He ended up becoming the de facto party leader, and actually held the group together as they carved out a new kingdom for themselves, and the others served as a moderating influence on his bloodlust because he actually valued them enough to listen to them. At one point, an antagonist approached him with a (very profitable) offer to betray the party; Chakk just killed him on the spot for insulting him by implying money could change his independent goals.
So long story short: the problem is the player, not the alignment. Talk with the GM.