Roommate is really hard, especially when it comes to a sensitive topic like sex and sex noises.
My suggestion - next time they have a go at it, turn the music really really loud and only turn it off once they are done, if you do that a couple of times I think they'll get the massage, if she complain about the noise of the music, just say that you were embarrassed by the sex noises and turn the music up so you can't hear it.
It's a little passive aggressive but better then banging on the ceiling shouting "come already" (I did that once).