We also visit a health spa and use the rest rooms for intimate times . Generally speaking we use the smaller rooms if we want to be on our own but happy for people to watch . We shut the door if we want privacy .We use the bigger rooms which allow for other people to come and join us . If the door is shut on the big room it generally seems to mean that there are enough couples in their and probably no more room for any more.
We have never encountered any hostility at the spa and its great as people do seem to accept when you say no you mean no,its also social and a great place to just relax and get to know people.
Hope that helps,i guess everywhere has different unwritten codes and am only speaking from our experiences