Infants and pets never held me back. They sleep in my bed. They may take some repetition of the drill and consequences. By age five and six the rudiments of their sex education should be well under way in your own HOME environment so YOU can shape their values. Your children are all old enough to understand several basic concepts.
Married people have sex.
There is nothing bad, wrong, or shameful about this. If it grosses you out to think of your parents as being sexual with each other, tough. Married sex is not any of their business, and it is none of their friends' business either. You don't owe anyone an explanation as to what you are doing with the door locked. My children are much younger than yours, but both have already learned that there are times when Mommy and Daddy do not wish to be disturbed.