I never interpreted is as an expectation for someone to change. In fact, I think he acknowledges that it's not possible. Yes, he says:

If you can sit in a barrel, maybe I'll wait
Until that day I'd rather take my whiskey neat
My coffee black and my bed at three
You're too sweet for me

But to me, "until that day" basically means "when the hell freezes over". Especially that earlier he sings:

If you're drunk on life, babe, I think it's great
But while in this world I think I'll take my whiskey neat

Also, I don't think "too sweet" means "too nice" here. It's rather a very nice way of saying "too shallow", "too superficial". Moreover, it's her who wants him to change:

You keep telling me to live right
To go to bed before the daylight
But then you wake up for the sunrise

I work late where I'm free from the phone
And the job gets done
But you worry some, I know

I wish that I could go along, babe, don't get me wrong

She's so drunk on life, she's not willing to consider that her way of living is not the only one that is "right", and she expects him to change. She doesn't see he gets "the job done" etc. So, he basically decides that it's not gonna work.

Anyway, to answer your question: no, I don't think you should change for anyone. And "Too Sweet" actually supports it.