YES, why not?
Prudishness about sex, like the wheel, is an entirely human invention. Dogs don't care if you're having sex, so why bother about whether the dog is in the room while you're doing it?
Daniel Caughill, founder of pet-care site the Dog Tale, agreed: "Your dog isn't judging you. If they were, they wouldn't be so cavalier when humping other dogs at the dog park—or their stuffed toys, your mother-in-law's leg, your couch cushion. Even if the dog has any awareness of what you're doing, they probably don't care."
At most, your pooch will be mildly curious or they will take your sounds of, um, enthusiasm, as an invitation to add their voice to the mix. And while that might be annoying momentarily, it's less annoying than having to go through the entire production of ushering your dog out of the room, giving them a treat to keep them quiet, and then scurrying back to make sure the door is shut securely every time you want to get intimate