Had he and Piper really been that loud? It didn't bother him so much, but the fact that Lucien of all people had heard them... He wasn't so much embarrassed about sex as he was not wanting to discuss it with a family member. It just felt skeezy and weird. Gretchen had tried on more than one occasion, and he'd responded by covering his ears with his hands and yelling until she stopped.
"Well, treat him how you want. You don't necessarily have to punish him if you don't want to. Just, you know, make sure he doesn't blow my house up or something," he continued with a wave of the hand.