That's because a lot of people are idiots who are brainwashed by the media to believe that white people are 'superior' (irrespective of gender), and dating a white man/woman is like winning a trophy. Your white female friend is just making full use of what these fools believe.
Why does this bother you? So she is a shallow vapid girl. So what if she thinks that.
White people in general have a superiority complex. I have seen the most ugliest white girls think they are the shit just because they found a non-white guy who chases white girls. Some non-white men will date a girl aa long as she is white. White women tend to be slutty though.