I think there's a big difference between a parent giving advice and a friend giving advice. There's a history of authority with a parent, or sometimes an expectation of respect for someone older. It's a habit to 'obey' your parents and if you don't make a good separation when you're a teenager, I think it can plague you into your adult-hood. It sometimes seems like instead of responding like an adult with "we'll take that into consideration", the response is a childish "you're not the boss of me!".
There's also the history of the relationship too. My Mom and I have worked out our relationship. I know where she's coming from and I will accept MUCH harsher words from her than I would accept from anyone else. Because I *KNOW* her, I've known her my whole life.
My MIL and I do not have a good relationship. And I think a big part of that is that I don't know how to take her. For example, you don't ever say "No" to my MIL, if you say "No" to her, she will rag on you and hound you until you say "Yes'. So DH has learned the "yeah, yeah, whatever" trick. Whatever MIL says, DH says (basically) "Yeah, yeah, whatever." and then does whatever he wants. And MIL has never called him on it. It seems to me like she doesn't care if you follow her advice, or do what she tells you, as long as you don't say "No" over it, even if you're polite about it. Well, that just seems dishonest to me, to agree with something and not do it. It took a LONG time (and, I'm sure, hurt feelings on both sides) for me to realize that MIL wants it that way.
There's also the WAY advice is communicated. For example, we didn't have a family picture of the IL's up in our house. We had our reasons. So one day, MIL said "DH, you don't have pictures of Mommy and Daddy in your house, it's like you're ASHAMED of us!" Really? Mommy & Daddy? (What about SIL?) Ashamed? So that statement made me angry enough that now it was a line in the sand that I was NOT crossing. But I was telling the story to my family and my Aunt said "Well you know Scoop, if there was a picture of my DIL's family and none of mine, it would hurt my feelings." Well, that made sense to me and at this point the family had changed enough that I talked to SIL about it and the next time we visited, we had a family picture taken that included the WHOLE family. And I have it displayed next to my family picture (which needs updating).
So yeah, because MIL and I don't speak "the same language" and because I'm not allowed to bow out gracefully, I have a hard time even listening to any advice from her.