My sister was in her room with her boyfriend, laying on her bed. I accidently saw them when I let the dog into the room. I think I made a mistake by closing the door again. Should I say something, or is this okay? I feel like even though nothing might happen, it could entice emotions that would lead to unnecessary stuff, or should I leave them alone?
It would be your parents' responsibility to set the rules for the household. I tell parents that young people should not entertain people in their bedroom and if they need to be in there for some reason, then the door must be left open. There are far too many temptations that can arise, and a person's bedroom is where they feel most comfortable and least likely to have their guard up. Your sister had already gone too far by allowing her boyfriend to lie with her on the bed.
The problem with shutting the door was that you signaled to them that you approved of their behavior. It would have been better to have said in a cheerful way, "None of that! You know mom and dad don't allow you to have boys in your bed. Why don't you move out to the main room where there won't be so many temptations?"