the duct work systems are generally laid out with a trunk line off the furnace/ac and then branch lines. The same could be true for the cold air return. These trunk lines are usually sheet steel, a great transmitter of sound energy. To be the most effective you need to stop the sound from entering the trunk line because once its in there its banging off the metal walls.
Sound waves travel straight out from their source the more twists and turns will help dissipate the energy. So if they cut a vent right into the trunk line...more or less a direct passage to the entire house. If possible ...make another branch line ( using flexible ducting ) rubber connections in a hair pin type configuration. This adds distance, the hair pin turn slows the waves in the direction of travel, the rubber connections break the direct transmission.
Or get some that flat magnetic material they make refrigerator magnets out of and cut that the size of vent ...I'd put a layer of neoprene on top of that 4-6 mil. Make 2 ... have them put one on his room during sex and put one on in your room too and if that doesn't kill it completely cover your end with a down pillow.
Does he hear you when you are having sex in your room? What about the 3rd room?
Maybe switch rooms ?