Why do you assume there's something wrong with you? I don't know how the numbers would break out but it would be my guess that most here don't or wouldn't want to hear those sounds either.
A therapist was no help at all ?
lucky for you I'm a contractor and have built several home theaters and sound proof rooms. How handy are you, what exactly are you hearing (voices or furniture), is there carpet in the room or rooms they are having sex in or is a hard surface..hardwood or tile, how big is the room, is the sound coming from a shared wall, also need to know the doors and window layout, lastly whats your budget?