In a global society, it's becoming more common to find yourself in an environment with people who speak languages other than your own. While it's normal to feel more comfortable speaking in your native language, if there are people around who don't speak that language, they could feel uncomfortable and insecure. Try placing yourself in the other person's shoes to see how you would feel.
Inclusion vs. Exclusion
Etiquette on speaking other languages in front of other people really depends on whether you are speaking the other language to include people in the conversation or exclude them. For example, if you're working in a group of people who speak different languages, it would be best to speak in the language most understood by everyone.
However, if a non-native speaker is having difficulty understanding the conversation, another person might offer to translate for that person without offending the others in the group. Additionally, two people should feel comfortable speaking their native language together in a group space, such as at a party or in the office, if the two people are separate from the group.
It's impolite, though, to speak another language in front of someone specifically because you don't want that person to understand what you're saying.