There is a bit of a flaw/oddness in how the game works.

Did you get an invite, or did you just start up the game? When you get an invite, you are joined to the invitor into their league if you are both starting in league 1.
If you are FB friends, you are automatically a friend in game, but not necessarily on the same server.

Even so, I started with two friends (one invited me and the other in) and played first few seasons with them, but haven't been in the same league since because I made connexions in game that moved which league I got put in.

So, the only way to make sure you are in same league as your friends is to have no other in game friends.

I know is a bit wacky, but is the way the game works.