Human couples usually have sex in private, hidden not only from predators, but also - other humans. It is unlike behavior of most species, including our relatives: bonobos, chimpanzees and gorillas.
Is private sex mostly a biological or cultural behavior? What is the advantage (if any) of such behavior?
It is interesting and quite under-researched topic in psychology. What has been studied and definied extensively are different abnormal sexual behaviours, and exhibitionism is one of them. In the DSM-IV exhibitionism is defined as sexual arousal by revealing one's body or performing sexual acts in public and it's a form of paraphilia. Attraction to being watched by others during sexual intercourse is a form of exhibitionism called martymachlia. Presence of such sexual behaviours in DSM-IV is a clear indication that majority our society have deeply enrooted social and moral norms regarding inhibition sexual behaviour in public. If you think about it, majority of countries bans public sex and limits exhibitionism to designated places (nudist beaches and nudist colonies).
EDIT
Following valid and constructive comments by @Piotr and @Preece I removed speculative part of my answer about cultural factors and expanded my answer arguing for evolutionary explanation.
Initially I should point out that you are not exactly right in saying that 'most species don't practice private sex'. It's true that many primates do that. But we can argue that some territorial behaviours in animal kingdom are a form of providing security during mating. Those behaviours are very common in animal world including lizards (Davis, 1980), birds (Brown, 1969; Greenwood, 1980) and mammals (Greenwood, 1980).
@PiotrMigdal specified that he is mainly interested in the issue of "unwillingness to have sex in public". We can trace the origin of such 'unwillingness' to the sense of shame that could be explained from evolutionary standpoint. Darwin (1872) argued that shame represents what would be at the primitive level an instinctive seeking for cover, but his elaboration on this wasn't clear. MacCurdy (1930) took this idea further. He argued that prehistoric man sought concealment for activities which expose him to danger in a hostile environment, e.g., eating, sleeping, sexual intercourse and excretion (Maccurdy, 1930). Concealment was sought prior to the fulfilment of any act that would limit or prevent rapid self-defence. For example, Maccurdy (1930) boldly pointed out that postures during both sexual intercourse and excretion prevents people from rapid self-defence.
Malinowski (1927) writes that:
it is characteristic that sexual activities, sleep and excretion are surrounded by protective taboos and mechanisms of concealment and isolation in almost every society.
In this context, the sense of shame could have developed as a response to natural drive for self-protection (Dawrin, 1872; Maccurdy, 1930). Therefore, evolutionarily this would form the basis of unwillingness of having sexual intercourse in public.
Because personal security increased with the development of civilisation, the sense of shame has also transformed and became more sophisticated (Maccurdy, 1930). The shame exists only for specific situations (e.g. public sex), but it doesn't apply in other social conditions. Maccurdy (1930) gives examples with excretion, where it isn't uncommon for partners to urinate in each others presence or in the presence of other friends. We can also put nudist beach in this 'shame-exclusion' category. Overall, evolutionary account would highlight that out need for private sex is related with growth for security, the extension of shame, and the evolution of modesty. Along the same line, Malinowski (1927) also points out that sexual intercourse in public could excite jealousy and would be an indicator to invite rivals to seize that which is being enjoyed.
References:
This is a fascinating question. According to Donald Symons (1979) "The evolution of human sexuality", it is a species specific adaptation that seems to be universal across cultures. Symons argued that having sex in private underlines the exclusivity of the relationship between monogamous couples. This theory does assume that sexual exclusivity is a universal feature of human relations. On the other hand, Ryan & Jethá (2010) "Sex at Dawn" argues that humans are not by nature sexually exclusive, although I don't think they explained why people around the world generally have sex in private.
There are instances, of course, where people have sex more openly. For example, I think it was Captain Cook or someone like that who described scenes in Tahiti where people were having sex while their neighbours looked on. But I don't know if this was considered usual behaviour in Tahiti or if there was some special context, such as it being part of a special ceremony where the usual expectation of privacy was relaxed.
Just a very brief note: in some cultures, sex does not appear to have been confined to private space. One article on the subject reads:
In fact, it seems that much of Athenian love life took place in public places: many vases show how people are looking when two people are having intercourse. There is not a single written statement that people objected to public sex.
Afther this remark, the author suggests a possibility that "the vases are just as unrealistic as modern pornography" but also offers a way to counter that claim. There is a little more on that subject in the article itself. My guess is that such cultural differences would render a purely evolutionary approach rather hopeless – although I do not have enough expertise in the field to verify the cited claim.
As one might expect, there is some literature concerning similar problems in the humanities. I suppose it could be of use here. However, not being well acquainted with the subject matter, I can only point out two names: Michel Foucault and Anthony Giddens. There is probably more to be found if one digs deep enough.
In chimpz, we see stronger chimps beating up weaker chimps that have consensual sex.
Basically sex is not a purely consensual matter among chimps. It's to the best interest of stronger males to prohibit weaker males from entering mating market especially if the weaker males are more attractive. In gorilla, sex is not about consent at all. The stronger Gorilla beat the hell out of weaker gorilla and get all the girls.
http://www.doctornerdlove.com/2013/03/toxic-alpha-male/ Amongst primates that live in social groups (baboons, chimpanzees, gorillas), the largest, strongest of the male apes is the alpha male; the others are betas. The alpha rules the pack by dint of his strength and furious violence; he gets the greatest amount of food and unlimited sexual access to the females. The betas subsist on the scraps that are left over once the alpha has moved on and are excluded from sex with any of the females on threat of death. The alpha alone gets to pass along his genes; many apes – chimps and gorillas especially
In humans, it's not much different. The more powerful sultan live in a harem and kill his peasant children by tricking them into jihad. In humans, power is more political than muscle.
If you are a very attractive weaker chimps, what would you do?
You do it in private.
In humans, sex is also not purely consensual. There are so many rules created by more politically powerful humans to prevent weaker humans from having sex.
In fact, it doesn't really matter what the terms are. Someone somewhere somehow will have incentive to hurt you for having sex. I mean, if you get a hot girl, for example, her ex boyfriend would want you death.
The most obvious way to avoid conflict is then to hide your success and have sex in private.
The more a society is based on consent instead of force, the less you have to worry about other seeing you getting the hot mates. Those societies will have more public sex & porn etc.
Or lets' put it this way:
What do you get for having sex in public?
There isn't much benefit.
What can go wrong?
Perhaps it's just because we are vulnerable during sex? Evolutionary speaking, an animal or other person could attack us so it makes sense to seek a safe environment.
The answer has its roots in the evolution of human morality and disgust. I'll point to Steven Pinker for this one -- "Disgust is intuitive microbiology". Sex is among the list of topics that elicit disgust, like spoiled food, bodily waste, poor hygiene, death, infection, inbreeding, etc, and these emotional reactions evolved to avoid diseases. We excrete our waste in private, we have sex in private, we keep our infections covered.
