For some reason my friend xbox one and my Xbox one are link and we can share game that he purchases digitally. 

It only works when he buys game online. The game is automaticly downloaded on my Xbox One and we are both able to play online. The feature doesn't work for my friends Xbox One. He doesn't get any of the games I buy on Xbox store. 

Why do you think this is happening and does the Xbox One have a unofficial game sharing feature barried in it's software. 

Has he logged into his account on your XBO?

Both XB1 and PS4 have always had that
He can benefit from it too if you do it right...

You can only switch accounts 3x per year. You can share your digital library with anyone but it's not a constant switching going on.