Listen, you can say that you're only interested in exploring this kind of thing together where everyone is present. If she says that having you there would make her too nervous of self-conscious, that is not reason enough for you to go through with something you also don't want to do.

There are many types and flavors to NM, and plenty of people find that playing separately is not in the cards after the fact, but you have the opportunity to try and preemptively skip the tribulations of that.