I don't think anyone has said you should drop your friend. If they did, I missed it. But I, for one, for sure don't think you should ever feel guilty for engaging in the activities you love to do and that enrich your life, because in living your life to its fullest potential, you enrich the other people around you, this particular friend being possibly excepted from that general rule.
As far as your friend's not being fully supportive, I think that maybe, as someone else pointed out, she's feeling down about herself not being as active as you are. I mean, you are pretty awesome on that account. You're probably a living, breathing, hot-cha-cha example of the woman she wishes she could be.
Be yourself. Shine bright. Ride on. You're awesome.
Roxy
Getting in touch with my inner try-athlete.