Being bilingual means that you have a 'feel' towards two languages that only natives have. You can be absolutely fluent in a language but, because you aren't bilingual, there are certain subtleties of the language that you'll never grasp, even if you may have perfect grammar and a larger vocabulary than most natives.
Being bilingual often means that you'll prefer to talk about some topics in Language A and others in Language B. I remember reading a paper about a school in Belgium (an area where people spoke both French and German) that had Maths in German. The Belgium students, even though they preferred using French for most of their daily life, had a tendency to do maths in German (eg. if they went to the supermarket and were asked to do quick sums and subtractions, they'd receive the instructions in French, do the Maths in German and report the results in French). This means that, even if you're bilingual, you can still prefer to use one language for a certain task.
From the examples you give, I've got the feeling you're not talking about truly bilingual people (speaking two languages as natives). That means that, when they're in the country whose language they don't fully grasp, they may have difficulty with vocabulary they don't often use, they may fall for false friends, they may not understand jokes or heavily accented forms of the language, they may have trouble understand what is being said 'in-between' the lines.
I spent a fortnight in the UK and, while talking to locals, I realised that I lacked the vocabulary to talk about some daily activities, namely food (some foodstuff being common in a country but not in the other) and specific housechores, but also objects and concepts that don't translate easily (the idea of shutters, for example, ellicits very different objects for British and Portuguese native speakers).
Then there are words that are used for different things (false friends). There's a thing called 'bacon' in Portugal, for example, but it has very little to do with American bacon: the former is smoked to the point you don't need to cook it; the latter may be smoked, but you must cook it before you eat it. Imagine the faces when I said I'm not a fan of fried bacon, that I prefer to put it in the bread and eat it as is. I couldn't understand my friends' horror until they showed me the bacon they had in the fridge.
Finally, speaking a second language implies a bit more effort than speaking your native language. I spent two weeks hollidaying in France (my command of that language is passable); when I returned home, I was mentally exhausted from the effort of speaking French for so long. I spent two weeks hollydaying in the UK; I felt perfectly comfortable and it didn't feel tiring in the least, but when I returned home, I felt a pleasure at hearing my language as one who's never been in the situation can't imagine.
Since you say you are bilingual (although I believe you mean you speak a second language, please correct me if I'm wrong), the ideal thing would be for you to spend a week in a foreign country using only your second language. It would give you a good idea of the impact in first-hand. If that isn't possible, try to read accounts of people who lived in another country.
In conclusion, yes, spending a lot of time in a country where locals speak your second language does have an impact. How big an impact depends on how poor your command of the language is. Since your characters have a good command, it should have little impact; limit it to trouble understanding heavy accents and idioms, as well as to certain topics (eg., I don't get on with mechanics, so if someone starts speaking in English about engines I'm going to draw a blank no matter how good I am at other lexical areas).
In my opinion, cultural aspects have a much greater impact, no matter how fluent you may be in the language.