They covered that in the beginning of Avatar 2. They are speaking their own language. It just sounds like English to the audience because Sully learned Na'vi and Na'vi became like English to him.
>>82322406 (OP)
The Avatar movies suck and it's dumb when movies have characters speak in any language other than English. I know they don't speak English in Russia, but if a movie is set in Russia the characters can still speak English and we can just pretend they're speaking Russian.