Because private sex is part of human nature:
In his landmark book, The Evolution of Human Sexuality, anthropologist Donald Symons suggests that since men can never get enough of it, sex is a precious commodity and therefore best enjoyed covertly to avoid inciting covetousness. "This is for the same reason that during a famine anyone with food is likely to consume it in private," says Steven Pinker of Harvard University. "A sexual act, even among consenting adults, has a high probability of upsetting someone," he adds. Parents or community members may disapprove and for children it can lead to the creation of rival siblings.