They may not talk about their world in front of the humans if they are trying to blend in, but among themselves, they definitely would. They'd mention the things and "people" they miss. Perhaps they don't like the food on Earth or they want to take some chocolate home to mom. Maybe they're tired of all the rain or sun or heat or cold here because their planet is different. Maybe seeing dogs in the park makes them miss their own pets. Maybe they're glad they don't have to go to school 5 days a week like here (in the US) or they wish they only went that often back home. There would be a lot of comparisons, some good, some not.