A urologist diagnosed me with urethral angiolipoma. I am 28 and this causes urethral obstruction. Should I have it removed or learn to live with it?

Tough problem. This is an unusual problem that needs proper assessment by an expert in urethral reconstruction. If it is just an angioma then laser has has used to ablate the abnormal blood vessel if on the other hand there is a solid component (as in angiolipoma) then excising this tissue should be strongly considered if it is causing any obstruction. Living with it is not a good idea.
Urethral lesion. In my opinion you should have it removed for 2 basic reasons: 1) acute obstruction is painful, and you can probably eliminate a lot of that; 2) chronic obstruction will lead to decreased kidney function, and you don't want that. You need your kidneys.