I like to hang with my sister and her best friend. GF finds it weird. Is it?

My sister, her friend and I are all single, never been married and never had kids. We like it that way. We are all in our 30's and have the same interests. We hang out often. I don't think I should have to bring my GF along. And family is first so I don't see why it would be a problem to cancel plans with GF to hang out with sister. My GF says that if it were just me and my sister hanging out she wouldn't care. But the fact that another female is along bothers her. I think it all stemmed from when my sister tried to set me up with her best friend. I like her and get along with her very well. But I am not ually attracted to her even though she is decent looking. Basically, my GF has no worries. As far as bringing GF along, it would be weird. When I am with sister and her friend its all platonic, I don't have to pay for them, I don't have to hold doors open. I am with them as I would be if I were with my guy buddies.