I think it is primarily icky as an adolescent to think about sex between your parents because you are in the process of figuring out your own sexuality. You don't even know yet what you will find icky to engage in with someone. You don't know yet what sex will be like or if you have engaged in sex or some furtive type explorations the results are probably mixed. All of that adds up to some confused feelings about parents sexuality. That being said, I do specifically recall being comforted by my parents being romantic together.
