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
Abu Ubayd (may Allah have mercy on him), regarding the hadith of al-Hasan (may Allah have mercy on him) about a man who has intercourse with his wife while the other (wife) hears, said: They used to dislike even a hidden sound; and in some (reports) the dislike is stated so strongly that not even a child in the cradle should hear.
(b) In the hadith of Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) it is stated that he would sleep between his two slave-girls.
(c) Ikrimah (may Allah have mercy on him) narrates from Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) that he would sleep between his two slave-girls. Abu Ubayd (may Allah have mercy on him) said: This refers only to sleeping, not to intercourse.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب النكاح / 14096