Why does my dog hump a pillow everytime i have sex, does he hear me
or smell me and it makes him horny?

I think it is smell.  Once upon a time a dog showed unusual interest
(not that way) in my (male) toe the morning after ...

Let him out of the bedroom next time, it must be off-putting in any case.

Its a shame that the dogs name is not Ida because I had a really good
comment about shouting "Ida Down!" but I guess I'll never get to use
that comedy gold.