Why in the world would he think you can respond to him when he's using a language you do not speak? I simply do not understand why anyone would do such a thing.
There are three reasons I can think of, and the OP's reaction should vary depending on which one it is.
(1) He's so involved in the language that he actually doesn't realize he's speaking it. This is innocent, and should be responded to with a gentle, "Try that again in English, darling."
(2) He thinks its a genuine joke. If it was funny the first time, it's even funnier the hundredth time, right? This needs a straight talk - "Dude, it's not funny, it's really annoying, in a sort of water-torture way. Could you, as a favour to me, not do it any more?"
(3) He does it to make the OP feel less educated or intelligent - "Hey, I can speak this language and you can't. See how much smarter I am than you?" As someone said, he's showing off, and at her expense. This is a very bad sign. If my S/O started complaining that I wasn't "supportive" when he answers me in a language I cannot understand, I'd be reevaluating how supportive he was of me, because this is very disrespectful.