Absolutely of course they do.
I have friends and relatives married to/living with Dutch, French, Belgian, Italian, Chinese & Lebanese partners.
When I was doing my nurse training & then my second degree (in English funnily enough) I had fellow students who were Mauritian, Cambodian, Indian, Japanese, Dutch, French, Ghanaian, Mexican, South African...
Some of the most entertaining conversations came about as a result of odd British phrases coming up, the non British born people going like
what the hell did you just say?
Or less often the Brits saying that if one of the non Brits said a phrase particularly to their country in English (usually they'd say them in their original language under their breath so we'd just let em crack on)
The hard bit is explaining them cos the vast majority are at best archaic and at worst never made any bloody sense in the first place (Shakespeare has a lot to answer for, for starters!)
Many times you realise you use a phrase without really understanding it.
The main one that sticks in my mind is non Brit nurses looking for the "craic" the Irish nurses were often asking after "where's the craic?" "U don't know there's a crack? In the floor the ceiling?"
Similar issues with literal attempts at translating stuff too.
The one I really felt for was the Ghanaian chap who ended up with a girl from Aberdeen and she forgot to prepare him before a trip to meet her parents about Doric. They were both knackered when they got back her from constantly translating and him from working so hard to understand what everyone was saying. Her family were very welcoming and spoke "proper English" when speaking to him directly but it was the constant chatter around him that he couldn't understand that wore him out.
One friend of mine is bilingual but living in a 3rd country and working in a 4th, she says that's exhausting too! I'm not surprised. But mainly she finds she has to be so careful as there's a few words in country 3's language that sound very like very offensive words in country 4's language - I'm knackered just thinking about that!! 