Well the ladies could have locked the door, like Lyriel does.
But in all seriousness, its a non-traditional relationship caused by non-traditional circumstances. They're all trapped in the rift for the time being and without knowing if and when they're going to be able to escape, its realising that they could be in it for the long haul means that certain personal boundries might as well come down. But lets break that down, shall we?:
- Rae: A succubus and the most practical of the group. Sex and seduction are the tools of her trade. When she first met the MC, she attacked him and when that didn't work, she blew him. Of course, upon realising they're both trapped, well that put Rae and the MC on a more equal footing in terms of teaching. He learns about Etherwalking and she learns about the world the MC comes from. But more importantly, for the first time in her long life, Rae is somewhere where she isn't treated as a servant or a sex toy. She gets to have fun. After all, why would she leave the door ajar when she was showering. Its almost the kind of thing lovers do.
- Naomi: She was the captain of a ship, on the seas for months at a time. If any of the characters is not going to have problems with personal boundries regarding privacy, its going to be Naomi. Plus, she's got that bit of a dom streak, so she probably likes setting a trap.
- Cait: The whole experience has been one massive learning bonanza for her. Getting to learn about physics and chemistry and the MC's world of science rather than just her world's alchemy and magic. Its not just a whole new line of learning, its an entire universe of knowledge. But more importantly, its also where Cait is undergoing a sexual awakening and learning more about herself. And for the most part, the MC has been her teacher. Now, I'm not saying its a teacher/student relationship, but if she wants to learn more about her body, well, there are worst places to learn than in the shower.
- Lyriel: Bar one incident at the beginning of her stay at the house, Lyriel does lock the door while she uses the bathroom. That might change while her relationship with the MC changes but for the moment, that door is closed.
- Yona: Until you actually set her straight, she believes she's dead and that she has been claimed by some sort of spirit. Admittedly, having sex with her before explaining things is probably the sketchiest because you're taking advantage of her confusion. But once you do, it doesn't really matter to her, she gets to train, eat good food and gets to have good sex.
Again, these are non-traditional relationships by any standard. But also realise that the ladies are comfortable enough with the MC to leave the door to the bathroom unlocked, just on the off chance he might slip in and slip into them. Why? Because its a sexy trope. And some sexy tropes aren't bad*.
*