Men have issues with their wives having friends? Wow. That's pathetic at best. I could see being jealous if they were male friends she was taking vacations with. But then again with his own 'friends' he has little room to complain if she had.
Unlike Irene who has lived in the palace with them, Tatiana is not a house guest. And even Irene it wasn't like they live in a two bedroom flat and she is right on top of the couple all of the time.
But yes there is no doubting Sofia will have benefited from any financial gains of her husband. Just like Cristina benefited from her husband's financial escapades. The question is did she know what her husband was up to? Was she knowingly part of any fraud on his part? This is what saved Cristina from the same fate as her husband. And which has Sofia not facing exile with JC.
All royals, men and women have close friends. Its not surprising she has chosen family as her close friends. She can count on them for their discretion in what she does and what she talks to them about.