I'd recommend never leaving the room again. I understand you got off to a rough start. .... having them start without you the first time. But a rule in poly, which is the community you've approached for help, is you either forgive a partner or move on. You can't keep punishing. Which is exactly what you're doing by being upset that they get naked or make out when you're not looking right at them. It's a weird rule... and I doubt you'll ever get her, especially, to follow it.
Now. You aren't poly, so not sure I can offer more advice. ... but perhaps analyze what it is that is making you uncomfortable for them to play when you are out of the room?