I agree with nycindie. Simple manners is the big thing. If she doesn't want you to be "included" in their otherwise private conversation. Be courteous, and take the call to another room. This is normal, I think. It's weird seeing a spouse or partner have an intimate phone/text conversation with other people right next to you - and you not be involved. We all feel like we should be involved in any sex talk that our partner is having.
If i was texting/talking to a girlfriend about sex & other adult-related stuff with my partner there, she'd want to know what we were talking about. And I'd be ok with tell her about the entire event, but she wouldn't do the same with me. She'd have this long text session, but only verbally tell me the bits that she wanted me to know. Or she have a long, active phone session (laughing, giggling, etc) and come back to sit with me & say nothing about it....then 5min later she's sleepy or tired - again we're sitting with each other and not saying anything. We're long-time partners & have all these exiting things happen, but she usually has "nothing" to talk about...and I'm the boring one.