The thrill of the possibility of getting caught. That is a thrill I can get behind.
Personally, I prefer to be completely relaxed during sex. I find it's much more enjoyable than when you are tense and worried about being caught or whatnot. Also, there is comfort to think of too.

I don't know about you guys, but I think for most women, it is easier to climax if you are fully relaxed.
For some women it is critical. Others can manage much more easily. I guess it is, like many things, up to the people involved to decide.
But I will say, in my experience, by the time you actually get started, you are both so aroused and ramped up, it sort of blinds you to all else.
I just don't think it sounds all that "enjoyable" to think that people might see me having intimate moment with my partner.

I've done it before, like I said, though it was at night, there was still the chance of getting caught, and I just didn't think it was all that. I still think sex is more enjoyable when you are comfortable, but to each his or her own I suppose.

I just find the "why" do people find that exciting to be curious. Is that a form of voyeurism?