This is difficult. First, consider this:
For centuries, people thought that words were just labels for objects, and that different languages merely attached different strings of sounds to things—or, more accurately, to concepts. Now it was suggested that the world might be perceived differently by people speaking different languages. Or, more radically, that people could only perceive aspects of the world for which their languages have words. Source
Neither you asking them to speak in English or them continuing to speak in their native language is rude.
I'm Dutch, living in Netherlands, with an English fiancé. Netherlands is #1 on EF EPI in 2019, which means that on average Dutch people speak English very well. Consider my fiancé in your position, me in your date's position and other Dutch people we interact with to be in your date's friends' position.
My fiancé and I are okay talking English to each other. I speak it quite well, around a B2 level, perhaps C1. Dutch people we encounter speak English with varying degrees of proficiency, but nearly all of them can converse in English and are happy to do so. After reading this, speaking English all the time shouldn't be a problem, right? Wrong.
Language allows us to communicate, to get a message across. Language is also related to culture and perception. I recommend reading the article linked above. Even with my level of mastery over the English language, I cannot always convey the message I want to my fiancé. There are occasional misunderstandings. While in a 1-on-1 conversation those misunderstandings get resolved quickly, it is much more difficult to get them resolved in a group setting, especially if there are varying levels of proficiency. It is simply easier for them to communicate in their language. Some topics can only be discussed in one language even, because the other language lacks the words for the phenomenon.
There's only one thing that will help you in the long term: learn their language. It has the bonus of learning more of your date's culture as well.
That won't help you now though - learning a language takes time and dedication. For now, you can try asking if they will speak in English. They might or might not. They might fall back into speaking their native language after a bit. Don't think them rude for it and don't think yourself rude for asking. If it is a small group, maybe of 2-3 people, consider asking again. Or perhaps you can initiate a sub-conversation in English with a smaller group?
If you wish to ask them to speak your language, phrase it as a request for a kindness on their part, not as something they should do because it is "the language of the country". That would xenophobic and rude. Instead, focus on hospitality and kindness.
Once your language skills pick up and you can follow conversations better, the feeling of being excluded will go away. My fiancé reported similar feelings, which went away as his grasp of the language increased. Perhaps a course in confidence can help you now.