Sayyiduna Abdullah (may Allah be pleased with him) said that the Messenger of Allah (peace and blessings be upon him) said: "When one of you comes to his wife, let him cover himself, and let the two of them not strip naked the way two wild donkeys strip."
Only Mandal bin Ali narrated it, and he is not strong; and although it is not established, it counts among good manners.
Imam al-Shafi'i (may Allah have mercy on him) said: I dislike that he has intercourse with one (wife) while the other watches, because that is not covering, nor good manners, nor part of living together in kindness, whereas he has been commanded to live with her in kindness.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النكاح / 14095