They were almost finished eating everything when I arrived.
I don't understand what you mean.  Were they supposed to save some food for you?
I feel like my friend is strange and doesn't think I can afford such luxury.
Again, I don't really understand what happened.  Generally your friends should have waited for you before they started eating.  However, if you were very late, or if they weren't expecting you, you shouldn't blame them for going ahead without you.
It was my restaurant reservation, she was rude for ordering the steak.
Well it was a bit rude for them to start without you, but if a reservation was made, the restaurant might not have been able to hold the table if you were running late.  It's best to just forgive your friends and be glad that they were able to have a nice dinner, even if you couldn't make it on time.