Close to winning means no go for you?
Short answer: There is no such rule in cribbage and your friend owes you a drink (and 120 pts in your next game)

Even among variants of the game, I've never heard of this rule.  The closest I could come is a variation where in order to win you must peg out exactly.  But even then, Go's are allowed (and encouraged as it's amazingly difficult to get a 1 otherwise).

Sorry you got hoodwinked, but kudos to your friend for his attempt.