That last-minute stuff annoys me, too, but that's my personality. You've got two things going here--the last-minute plans, which will make you two have to decide who stays with the kids (at least that's what I got from it) and hsi hanging out with an "unauthorized female".
I think that how you should feel about it depends on who your husband is and what his habits are. If you feel that you have reason to question his motives, then maybe you should do just that--question his motives. ("When did you talk to her? How did you decide that today would be a good day? I'm not comfortable with it because it seems pretty odd, but you are an adult, and I won't tell you what to do. I'll just trust you not to say or do anything that you wouldn't want me to be present for.") I ask a lot of questions, though, because I like to understand certain thought processes, and my husabnd is used to it by now. Yours might not respond so well to that. Do you know where they will be? Do you have the option of dropping in before or after your movie? My husband and I always have that option open to each other. If I am interested in any woman whose name might come up, I ask. If I care what she looks like or if she's married or what her story is or in what capacity they work together, I flat-out ask. As far as I know, he's honest with me.