Does anyone still get shy from having sex despite being married?

Does anyone still get shy from having sex despite being married? I've been married to my husband for two years, we saved ourself till marriage, but still find having sex with him makes me a little shy and I blush lol. Because we're Christian I feel that that could be partially behind it as my whole life I've viewed sex as a private and off-limits act but now it's suddenly really important even necessary. What do you think?