Is it appropriate to be in a relationship, yet go to a party, and stay the night with people of the opposite gender (if you're heterosexual)?

James often goes to parties and stays the night even with other girls there, and has no fucking clue why I get upset, and tells me I'm being ridiculous. Whenever I go to parties at guys houses, I always ask my brother to come get me. I never stay even if other girls are. I also don't know the girls he goes to parties with.

He told me to ask an unbiased source (aka, those whom aren't close friends with me), so here I am. I'd love to know all your partner's inputs too.