You just need to talk to your boyfriend and tell him that what he is doing is wrong and that you don't like the idea of him going to the bar every Thursday. You can also tell him to find other constructive things to do at that night. Wait for his response and then if nothing changes, you can talk to his friend to talk to him.
You should have a girls night on Thursday. You may not agree with me, but I believe in breathing room for both parties in a relationship. You don't want to be attached to the hip, save some independence for yourself. Barring that, tell him you don't like it, and if he disagrees, accept it with grace.