Maybe that also used to be her aunt's room, and her aunt didn't feel the need to knock either. Presumably, her aunt once lived there. My niece sleeps in my old bedroom when she stays at my parents' house. The door is routinely kept closed. I wouldn't think to knock before entering.

The reality is that a family get-together is not the place to bang your partner... especially not when there isn't even a lock on the door, and then amplified even more when you're intentionally making sure that no one knows you're actually together.