asking our supervisor to buy an XBox X Series console at a black Friday sale for him, at regular working hours.
I assume you mean, he's asking the supervisor to buy it with company funds, and get it for employees to use. What's wrong with that?
Companies often buy games for employees to use in breakrooms. Game consoles are especially common.
Would your opinion be different if it was something you wanted?
Should I tell him to draw a boundary between him and our Supervisor?
Not unless you're the boss. Doing so would be inappropriate. It's not your responsibility, and you yourself would be crossing a line.
Depending on your relationship with your colleague, you could tell him privately you think it's a little inappropriate, but you can't tell him not to. (However, I don't think it's the right thing to do)
Our Supervisor is a very nice man... pains me that a teammate is treating him like this... he is great at his job
He's the supervisor for a reason. Don't try and do his job for him, dealing with these situations is part of his job, not yours. If he can't say no to an inappropriate request, then he's not good at his job.
It sounds contradictory to say he's good at his job, and at the same time you're doubting his abilities and thinking of stepping in.
(Maybe you like that he's not good at his job because it allows you to take liberties as well)
Really. It pains you! That sounds a little off to me. This kind of thing makes me think you're a bit jealous, and probably think your colleague is getting special treatment for sucking up to everyone... and he probably is.
he is the most talkative and treats everyone as his friends, even our Supervisor.
Sounds like you're trying to disguise contempt as a compliment.
Problem here is, he treats everyone like friends. He is going to get special treatment, and people are probably going to listen to him over you because of it.
IE. I don't think there's anything you should do about this.