First, you have no legal case against police. Unless sealed by the courts your rap sheet is public record, and anyone can have access to it.
You haven't told us what convictions either of your records contain, but there may be a condition of his probation that he is prohibited from certain associations. They may have been warning him that he was in legal jeopardy of a prohibited association being discovered. You may think his record is BS, but the courts do not.
No one ordered you to do anything. Sounds like someone was warning him or you, or both that publicly displaying your association puts one or both of you in legal jeopardy of some sort. They cannot force you to take down pictures, they can use those pictures as evidence of a violation of probation.
You have no expectation of privacy from something posted on a public forum such as FB. That's why it has all those legal warnings about who can or cannot see things.
They are not stalking you, they are observing the actions of two people with criminal records, at least one of whom is still under court supervision.
Sounds like your friends PO was trying to do him a solid, and if you leave his pictures up you may be putting up his pictures in an orange jump suit. If your FB is only for family, do your friend a favor (or maybe yourself) e-mail them the pictures and get them out of the public record.