They're probably not very good friends if "don't do something I severely find distasteful with my expensive property right in front of me" isn't something that can be said outright. Maybe with wavey hands and an ironic voice the first time, and a serious "no, really" tone the second time.
It is your furniture, and the proper etiquette in this situation is for THEM to be more respectful. If you feel the need to be polite, wait for them to finish, but I would say to VERY STERNLY tell them that what they did was VERY against the rules, and you are not the least bit happy with them. Give an ultimatum such as, "Do that again, and never step foot in this house again." Make it very, very clear that they crossed a line that should not ever be crossed. If they don't respect your feelings... then, well, hate to say it, but they probably weren't the best of friends to begin with.
I MEAN SERIOUSLY, just walk into someone's house and start having sex on THEIR couch, without asking, REGARDLESS of if you're in another room or not?? That's ridiculous.
Sneak up to them and make panting noises in the ear of the not-drunk one If that does not work, try a bucket of icecubes. If that does not work, take a chair and popcorn, and sit in a corner making "helpful" suggestions If that does not work, well, you can always set up a webcam and make some money streaming it
They are in another room, thankfully, but its on one of my favorite couches that I got from my parents. It's leather but I'm just really not ok with other people being naked on my furniture (especially my favorite furniture). Plus one of them is more drunk than the other, and the more sober one is kinda a con artist at times, which also makes me uncomfortable.