I wouldn't say anything negative to my friend about the food she serves -- i.e. asking for alternatives seems a little demanding. But then I speak from the perspective of being lower income.
We sometimes have great intentions for cooking special foods for coming visitors -- then at the last minute realize we forgot to subtract something or an emergency comes up, and we have negative balance, or a lot less than we thought we did, and have no money for the special stuff we wanted to buy.
So we serve our friends whatever we have in the house. It would feel overwhelming if they were, like, what alternatives do you have?
That said, I have one child who's a rather picky eater. So if we were visiting friends out of town, we'd probably tell them not to take it personally if she didn't want whatever they were serving ... plus with her, you can't always even be sure she will like what she normally likes, because when it's served she may decide she's not in the mood.
So we would probably bring some food ourselves, both to share with everyone as well as to provide some alternatives for our choosy child.
I don't think it's rude to bring some food to share with everyone ... at least I've never had any hostess act like this was a problem to have more stuff for everyone to snack on. The more food the more fun.