Very interesting topic, I must say, cause I've experienced similar situations, only from the other side of the wall XD
I live with other three roommates who are also very good friends. Precisely, the one whose bedroom is right next to mine is the one I have the best relationship with. In my girlfriend's place it's just the same, and the situation differs a bit.
To begin with, I am very open about talking sex stuff with my friends, so the conversation is not weird at all. I usually have sex with my girlfriend in both places and I'm sure our roommates must have heard us, so I've asked them about it just to make sure we weren't disturbing them, cause I'd feel bad.
And their responses were both good though different between them.
MY roommate says he's heard us a couple of times, cause we are not exactly low when going at it. And he says he doesn't care at all nor does he feel disturbed by it. He just puts on his headphones and listens to music or watches a show or something. But in a good way.
On the other hand MY GIRLFREND'S roommate says she likes it hearing us cause it turns her on, even if she could watch she'd like it XD
But yes, she doesn't want to intervene or anything, it would be weird. And I have to say, that knowing I'm turning the person on the other side of the wall by having sex with my girlfriend kind of turns me on too, so it's a plus.
Anyway, what I'm saying is, if you have a good relationship with this guy, at least it seems like it, then you should have no problem telling them about it, or at least joking about it to test them, like: "So... you guys had fun last night, huh? I thought the appartment was gonna fall apart from your moans, LOL" or something like that, and see if he is ok talking about it. Then if he asks you if it bothers you, maybe tell them it actually turns you on a bit, just the thought of having someone having sex so close to you, and see what their reaction is.
Aside from that, I'd say there is no harm in you masturbating while they do it or something, I think it's pretty normal.
Sorry for the long post, hope it helps you. And don't mind posting again about how it goes, I'll be more than happy to read it.
Good luck!