I know a lot of girls who are in happy relationship and still like to go out to bars \ clubs \ vacations and so on on their own or with other girls. There's something fun in experiencing that single feeling for a bit of having a room full of guys checking you out and feel free and wild - it's especially nice when you have a nice loving bed to come back to once the evening is over...
I don't think you should worry at all. I think however that sharing your feelings with her in a non-judgmental way, would make you feel better and her feel better and cared for. I think you might find out she is doing this to help her friend or that she's just having some fun and that it's all pretty harmless - hay, play your cards right you might get invited to the next party...
You are both pretty young and it's very important for both of you to find ways to explore and express your individuaity in the frame of the relationship. I think that both of you learning to spend time apart and having fun without one another would strengthen your relationship and make it last.