I take it that they are aware of and ok with you watching/hearing them having sex.
Yes, it normal to become aroused by witnessing/hearing others have sex (I myself sometimes get turned on by listeing to the neighbours! And...this is the reason porn exists). Specifically, becoming aroused by your partner having sex with another can be part of compersion. Some are indifferent to the sex, others think it is kind of nice/cozy/sweet, others are turned on, like yourself. I think all three reactions can be part of compersion.
If you are ok, and they are ok, there is no problem, just enjoy