What should I do if I feel left out?

Well if you're still dating that guy, tell him how you feel about it. Ask him why his friends never want to include you. It might just be because they want guy time. All guys with one girl can be kind of awkward, so think about it from their perspective. Maybe YOU can make the plans next time, like invite them all out somewhere. That way they know that you like spending time with them. :)