I don't personally have any advice on this subject but I'm so glad it was brought up becuase I've wondered the same thing.
I have a nearly six year old boy who still sees me shower and dress becuase I feel terrible kicking him out of the bathroom when his younger brother (7 months) gets to be in there with me. He doesn't understand when I tell him I want private time. Plus, I can't keep the door locked or closed becuase I need to hear him if/when he needs me (daddy usually isn't there) and anytime I have closed the door and locked it, he simply finds something to open the door with- then plays 20 questions with me on why I wouldn't let him in and how it makes him mad/sad, etc. I still can't even go potty without him banging on the door to the point he almost breaks it.
I never really realized this wasn't normal until my husband's mom brought it up saying I should probably stop letting him in the bathroom with me. I started to freak out about it- am I a bad mother?!
I still don't totally know the answer to what's right/wrong but I have come to the conclusion so far that I'll watch for any clues towards him becoming uncomfortable. I don't think it's right for me to push him to feel uncomfortable.
Thanks for bringing up the question though- it's interesting to hear everyone's take on it.
A.