Aw Sherr, don't worry it's all part of growing up. Personally I think by making them change in different rooms is making more of an issue of it than is actually there.
A few months ago, son (14) was having a bath while daughter (12) was sitting in the bathroom in knickers and a vest testing him on his homework! Every weekend they drag a mattress into one or the others bedrooms and sleep there, some people think it's odd, I think crack on, you've got a long hard life ahead of you, plus I'm glad they get along so well.