According to PWTorch.com both Edge and Lita were very uncomfortable with the “live sex” segment on RAW.
Since the break up of Edge/Lita off screen (their relationship never took off), Edge has reconciled with his wife. So the segment was awkward for him.
Lita is known as a private person and has reservations about playing a “slut” character in response to her affair with Edge going public. The sex only further enhanced that character and fused real-life with storyline.