If they have trained their dog well they should not do that or even if they know their dog begs and they are considerate hosts they should put their dog in another room while you're eating it's only good etiquette.
When I had dogs I never allowed them to beg people or myself. I would give him a little snack after I'm finished eating which taught him that he cannot come to me while I am eating. Sometimes he would still beg me but not others.
It's okay to ask the host can they please put the dog in another area until you are done.