Sex with Cup?

Have any of you cup users tried to have sex while the cup was still in? I've always taken mine out but today, bf wanted it NOW and when I said the cup was in, he said "screw it, let's try it anyway." It was actually really good for us both. And an easy clean up! Is it ok to do this?? I mean, if it didn't hurt either of us, I don't see why it wouldn't be, but who knows.