I think it's possible that they don't want to get you broke, nor exclude you... I think a lot of people have been in a situation where one person would do things they couldn't afford to stay with their friends, and ended up in debt... Maybe they're worried you're agreeing to do things that are too expensive because you don't want to be left out.
In which case, it's possible they're trying to tell you "we can do something else if it's better for you" to reassure you that they do realise you have less money than they do. It's possible they're trying to be thoughtful and certainly not to annoy you.
I think a good way around that problem would be to discuss activities together and incorporate some that are cheap or free. Or you could plan activities and "pool" for them, where everyone puts in the same amount of money proportionally to their income or something, so that it seems fair to everyone (you'd have to discuss it of course) and then the whole group uses that money to go on activities, rather than everyone paying for themselves.
In my experience, I've been the one who had more money and the one who had less money, and usually when you're the one with the money, you'd rather pay for someone else to have the enjoyment of having them around, because the money you'd save isn't worth having to be away from them. All the same, when you're the one with less money you do feel bad for not pulling your weight, but then you can do things for others that don't cost money in return.
Seems to me that since you are all a big unit, it might make sense for you guys to discuss these things all together. I think if my network was that big I'd have a weekly council where everyone could bring up stuff they wanted to discuss and they'd be resolved with everyone