Do you consider saying, "I want" rude when ordering food at a restaurant?

I dine out at least three times a week with a friend, and we visit all types of restaurants with the price varying depending upon how much we both feel like spending. No matter the restaurant, the order is always placed with him saying , ” I want…” and “I want…” until his order is placed. To me this is rude, and I feel embarrassed. Should I say something, or is saying “I want…” normal? I was raised to say “Please may I have…”