I have a Central Asian Ovcharka. He's a great dog, and he can always tell when I come home with the smell of pussy on me. Like 100% of the time.
I also once had a female friend who swore up and down that her dog hated hockey. Like watching hockey on television. Evidently the dog could tolerate anything else on the tube except hockey.
Put the dog and/or cat away when fucking. Probably best to assume that an extra set of eyes makes some squeamish people uncomfortable for whatever reason.