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Behind closed doors is used to describe practices (often sexual ones) that are best kept secret from the general public. When it is used to describe sex, it may mean sexual practices that are outside the norm or what is currently acceptable to society. It could also mean sex crimes and sex secrets that may incur condemnation from the perpetrator's peers.
In this digital age, where access is easy and fast, the notion of doing something "behind closed doors" has earned a malicious reputation. When people are out and openly talking about their preferences and once-taboo practices in online forums, it makes behaviors that are still kept in the dark a bit more nefarious. Of course, one needs to consider the different levels of comfort in being open about what they do in private.