Most people approach you in the common area before fucking and start with flirting. Most people are savvy enough to read the room and tell you arent interested prior to them asking for sex. So this may be a fantasy problem.

Many clubs have rooms with doors. You can fuck with the door closed. No one will bother you. Some have a rope that means watch, but don't come in. If someone talks to you mid fucking from the hall, feel free to actually ignore and just keep fucking or say no thanks and get back to fucking. That will be rare unless you are already having banter and flirting with someone who is watching. Its rare to interupt random people fucking and ask for sex.

If you are having sex in a group room and get propositioned, just say no thanks and keep fucking. It doesn't need to be a big weird drawn out conversation. That will just annoy the people who asked. If the answer is no, they'll want to move on. Not have a long conversation with you.

Its more likely someone will politely ask to fuck next to you if bed space is at a premium.