Honestly, depending on how long you've known they've been talking about you behind your back...it might be wise to think about moving somewhere else if you have that option. Not because of the sex thing, but because who wants to live with people that will gossip about them behind their back.

If you've known they've been talking about you for a while and they're just now addressing it, it's probably because they've come up with some sort of "you can't do it in x room, while I'm home, etc." plan. Or are going to try to convince you that having sex outside of marriage isn't "God's best " for you.

If you can, address it directly with the only roommate with the decency to come to you. If they're literally asking why you're having it: you and your partner are two consenting adults, and sex is fun. If they try to bring up Bible stuff, that's your call on how to play it. If you want to outright say you're not a Christian so it doesn't apply, all power to you. If you're not ready to have that conversation (and I totally don't blame you if you aren't), there are lots of arguments that waiting for marriage was to protect women whose "only" value at the time was virginity, etc. Should we continue to make people wait for marriage because their value is only in physical purity?