Sex in a room with the baby

So basically my hubby and I didnt see each other for nearly a week because I'm visiting my family and he just arrived.
We're in a room with our 8 month old and last night we were just cuddling and kissing and stuff and it got kinda heated but I stopped him because I thought it was kinda weird to have sex in the same room as our daughter is sleeping in and he said its no big deal and she doesnt understand it anyway and stuff like that and I asked my best friend today and she said the same but am I the only one who thinks that way or do I really think too much about it?