My boys were invited to one once - it was a neighbour with two sons the same age as our boys that's why it was both of them. That year DS1 didn't get any party invitations from day care, I'm not sure DS2 did either so I thought it would be nice for them to go because it was a party and they were invited ITMS? It was definitely not party of the year and DS1 didn't even really eat anything (nothing stops DS2 from eating ) but they had a good time playing with the other kids. Having said that they have never asked to go back and I'm sure would not be upset if they weren't allowed to go again. And I wouldn't be embarrassed to say "we don't do McDonalds" nor would I be offended if someone said it to me.

BTW, DS2 did the same thing at McDonalds - he asked where we were even though we drove past it nearly every day and when I said McDonalds he said "Old McDonald's Farm, where are the animals?" much to the amusement of the family parked next to us.