OH MY GOSH. I would literally die. I would pack my bags and move to another country, I swear. That is the most embarrassing thing ever, and I’m cringing so hard just thinking about it. I don’t even like it when my mom walks in my room without knocking, so I can’t imagine the horror of your mother-in-law seeing you guys doing it.
You just have to laugh about it because if you don’t, you’ll cry. She’s an adult, she knows how this stuff works, even if it’s super awkward. The best thing you can do is pretend it didn’t happen. Don’t bring it up, don’t apologize, just act totally normal next time you see her so she knows it didn’t scar you for life.
In the future, though, you definitely need a lock on your door. Or a “Do Not Disturb” sign. Or maybe just a really loud alarm system. Tell your husband to talk to his mom if she makes weird comments about it, because it’s his job to handle his own mother. But seriously, get a deadbolt installed tomorrow.