I'm not bilingual, nor truly fluent in any foreign languages, and yet it happens to me, mostly with English words slipping into my German. French, too (strangely, hardly ever Latin, though that's my first foreign language), yes, even languages I never learned beyond a few terms of polite greeting etc., and inquiring after this and that, have left me with expressions I so like, find so utterly fitting for a specific something, they'll never find a replacement that could challenge their position. So, I experience the same phenomenon Arhys described (which I think all have in common who are/were in contact with more than one language) - it's a love for precision, we want to express something that, at least in specific nuances, only exists in one language, so, it pops up first in that one, and often slips out, too.
Truly interesting it gets if a bunch of animatedly talking people from different countries come together, who all know one or more languages reasonably well they have in common with at least one or two others present. Brilliant chaos. Add to it all the accents and dialects, and - wow! *beams* Nearly as fun, people having only two languages in common they're quite fluent in, now you'll hear them blend and weave these languages together. It's very interesting to observe when and why they switch between languages, too.