We would have had no problem with them if they were playing with each other, in fact if they had just watched quietly we probably wouldn't have even noticed. Our club also has a get naked in the play room policy and as Julie said we should have told them that and asked them to get with it or leave. But in reality by the point we really noticed what they were doing it had allready spoiled the mood so we might not have continued anyway.
At the very least they could have brought some pop corn.