I feel that if there is the slightest possibility that you might approach girls when you are out with your friends, than they should be aware that it may happen.
It also depends on the reason you are going out. If it is just to hang out, I see not reason why they can get upset for you doing this. But, say it is a special occasion, than I do not think that it is right for you to be doing this.
Of course, in any situation, you can always break from your friends just long enough to make an approach, and invite her back to your group.
In my case, I simply do not care if my friends get upset, because they all have girlfriends. Normally, I have to make acceptions as to where we go, because they leave it up to their girlfriends. If I am being inconvenienced, I am going to do what I want.
