Personally, I think that 'they consider us friends', 'they consider us to be their friends', and 'they consider us their friends' should all be correct. They all sound fairly natural, and I could imagine my friends saying either of them.
That's what I was thinking! I thought "nos" means "us"! I thought this sentence translates to, "They don't consider their friends," like they don't think about their friends when they move to France, or something.