They weren't even uncomfortable doing this next to Greg anymore. He liked to watch back when he was a human, too, and he wasn't really a nuisance so much as slightly creepy. But he added a little element of exhibitionism to the whole affair, just a little extra tang, knowing they were being watched.
Eventually they'd succumb the same as him, and end up joining him on all fours, but for now, they wanted to savor these last few weeks...and each other.