It's not my thing, but lots of people have no objection to their partner getting it on in the other room. Auto thinks it's hot when Zoffee and Cue do it upstairs.
In this big crazy world, if there's anything you've known someone to do once, there's a good chance that hundreds or thousands of people do it on a regular basis.
If your gf and her gf having sex in the other room is a hard limit for you, then your choices are pretty clear. You can't control their behaviour, but you can remove yourself from the situation.
In response to the first question... I generally think that if any relationship is more pain than pleasure, it's probably not healthy. Unhealthy relationships can either be abandoned, fixed, or tolerated. Tolerating unhealthy relationships really destroys your soul, so I don't recommend that option. Fixing relationships requires effort from all involved parties and is only an option if they're willing to meet you halfway. Jumping ship is the only option that can be executed by one unhappy sailor.
“As I am sure any cat owner will be able to tell you,
someone else putting you in a box is entirely different
from getting into a box yourself.” —bisexualbaker