Comments
It seems likely that if a present day friend had a slave you might decide not to spend time with them (or to call the police!) because slavery is highly stigmatized. But my guess is realistically if you lived in 18th century Dahomey you would have eaten meals with slave traders.
I should note that Bentham too picked his fights to some extent as he never published his writings on legalising homosexuality. His address to the French delegates on colonies also tries to frame emancipation as a win-win solution. But it's still very bold. In the context of or existential risks, it doesn't seem to me that people make as bold proposals to policy makers.
I wholeheartedly agree with points 2 and 3, but I don't understand point 1.
I don't know much about Benjamin Lay, but casually glancing through his Wikipedia, it seems that his actions were morally commendable and supererogatory. Is the charge that he could have picked his fights/approach to advocacy more tactfully?
To clarify, it wasn't morally supererogatory to boycott speaking with slave-owners. Often you have to speak with wrongdoers to convince them.
Lay also did a lot of things that were great. I focused on the example in the question.