My friend wont call me a friend infront of her other friends?

well my friend is a family friend but still i guess you could call us friends cause we're kinda close i guess. Our families are close as well.....anyway my friend doesnt live in the same state as me....she lives in another one and well one day we went to visit them and stay at their house....so one day me and her went for a walk and we bumped into one of her school friends...so she introduced me to her and she called me her 'cousin' when im not her cousin at all......i mean she couldve just called me a 'family friend' if she was too embarrased to call me a friend.....she only called me that coz she doent want people to know that she talks to people of her own race/kind...[none of her friends are the nationality that we are] anyway i really dont like it when she calls me a 'cousin' when we're not even related....should i tell her? coz i dont wnat our familes to stop talking coz of me....but it really hurts when she calls me cousin...what do i do?