To be upset, or not to be upset?

My SO plays interactive games that are adult themed. I am not worried about, at least until recently. Sex has decreased to practically once a month, if that. I don't have a problem with what he does in his spare time when he is taking care of business in the bedroom, but I found out he plays them when I am literally right next to him, sometimes completely awake... Sometimes asleep. Knowing this makes me very uncomfortable. I don't mind the games, I mind being less than three inches away when he plays them.

I talked to him calmly, explaining that I wasn't a fan and to just lay off the games until I can get past the akwardness... Just to not play them next to me. That was it.

Tonight, I fell asleep and woke up feeling really nervous and uncomfortable. I find out he was playing them right next to me while i was sleeping. We didn't talk about it. He acted like nothing happened. I just felt... uncomfortable.

I feel like I'm overreacting and being stupid for being so sensitive. Yet, I don't think it's too much to ask for him to NOT play his games right next to me. I don't snoop, I don't ask, I just see things and notice other things.

I just want your opinion. Should I let him do what he wants, regardless of how I feel? Or should I try harder to make boundaries? It's just adult games, after all.