People noticing my sex life:

I have been with my boyfriend since August. My grandparents met him a month later. We spend just about all our free time (which isn't very much) with each other. I live with them and he lives in his own apartment. We alternate which place we hang out. We are sexually active but never around anyone. It us completely private and nobody knows. But today my grandparents told me they knew I was getting close to him and they want me to be careful. I questioned what they meant and they told me that I had great plans in life and they didn't want me to do something that would mess them up. I am assuming they are talking about pregnancy. I don't know how they know though. Do they assume? Or have we somehow showed it? The last relationship I was in was for three years and they had never said a word about it. I lost virginity to him. What am I doing different that they get this idea? This guy is so much better. I almost feel ashamed that this was brought up. Am I in the wrong? How am I supposed to show I'm still that innocent girl as they thought in my last relationship? Im so frustrated and I don't know why...