Will having sex with the dog in the room have any adverse effects for
her?  She is always just very quiet and seems to know that is our
time, but I'm worried that we could be scarring the poor thing!

Sometimes dogs mistake human sexual activity for aggressive behavior,
and are upset because they think you're fighting. I have a friend
whose dog has even leapt into bed to "defend" her from her husband, in
the mistaken notion that an attack was underway.

If your dog does not show signs of agitation such as whining, pacing,
or shivering, she's probably fine.

What's funny is she usually just lays in her bed or whatever and pays
no attention to us, which is funny because any other time she has to
be pretty much right there next to us.