Covering oneself when having intercourse

Bahz bin Hakim narrated from his father that his grandfather said:
“I said: 'O Messenger of Allah, with regard to our 'Awrah, what may we uncover of it and what must we conceal?' He said: 'Cover your 'Awrah, except from your wife and those whom your right hand possesses.' I said: 'O Messenger of Allah, what if the people live close together?' He said: 'If you can make sure that no one sees it, then do not let anyone see it.' I said: 'O Messenger of Allah, what if one of us is alone?' He said: 'Allah is more deserving that you should feel shy before Him than People.' ”

حَدَّثَنَا أَبُو بَكْرِ بْنُ أَبِي شَيْبَةَ، حَدَّثَنَا يَزِيدُ بْنُ هَارُونَ، وَأَبُو أُسَامَةَ قَالاَ حَدَّثَنَا بَهْزُ بْنُ حَكِيمٍ، عَنْ أَبِيهِ، عَنْ جَدِّهِ، قَالَ قُلْتُ يَا رَسُولَ اللَّهِ عَوْرَاتُنَا مَا نَأْتِي مِنْهَا وَمَا نَذَرُ قَالَ " احْفَظْ عَوْرَتَكَ إِلاَّ مِنْ زَوْجَتِكَ أَوْ مَا مَلَكَتْ يَمِينُكَ " . قُلْتُ يَا رَسُولَ اللَّهِ أَرَأَيْتَ إِنْ كَانَ الْقَوْمُ بَعْضُهُمْ فِي بَعْضٍ قَالَ " إِنِ اسْتَطَعْتَ أَنْ لاَ تُرِيَهَا أَحَدًا فَلاَ تُرِيَنَّهَا " . قُلْتُ يَا رَسُولَ اللَّهِ فَإِنْ كَانَ أَحَدُنَا خَالِيًا قَالَ " فَاللَّهُ أَحَقُّ أَنْ يُسْتَحْيَى مِنْهُ مِنَ النَّاسِ " .

It was narrated from 'Utbah bin 'Abd Sulamain:
that the Messenger of Allah said: “When anyone of you has intercourse with his wife, let him cover himself and not be naked liked donkeys.”

حَدَّثَنَا إِسْحَاقُ بْنُ وَهْبٍ الْوَاسِطِيُّ، حَدَّثَنَا الْوَلِيدُ بْنُ الْقَاسِمِ الْهَمْدَانِيُّ، حَدَّثَنَا الأَحْوَصُ بْنُ حَكِيمٍ، عَنْ أَبِيهِ، وَرَاشِدِ بْنِ سَعْدٍ، وَعَبْدِ الأَعْلَى بْنِ عَدِيٍّ، عَنْ عُتْبَةَ بْنِ عَبْدٍ السُّلَمِيِّ، قَالَ قَالَ رَسُولُ اللَّهِ ﷺ " إِذَا أَتَى أَحَدُكُمْ أَهْلَهُ فَلْيَسْتَتِرْ وَلاَ يَتَجَرَّدْ تَجَرُّدَ الْعَيْرَيْنِ " .