They insist he's just some kind of obscure masculinity symbol that wanders around killing womenfolk.
I say bunk. >>
Thing is, Pyramid Head's origin is in Silent Hill 2, which precedes the movie and lacks little girls.
It does, however, contain a seriously messed-up male protagonist and ...
[spoiler]... an "idealized" (that is, modified to match his internal preferences, certainly not Platonic in any sense) incarnation of his lovely wife, whom he mercy-killed in her hospital bed and suffers agonizing guilt over.
Pyramid Head spends that entire game haunting the protagonist and murdering that idealized incarnation, over and over again. By skewering her with pointy objects, no less. [/spoiler]
I'm with your friends on this one.