From an evolutional standpoint, men don't make noise during sex for the same reason women are loud. Other males.

For many, many years, it was prudent for males to be stealthy and quick about spreading their seed. That's why men tend to orgasm quickly. Women, on the other hand, benefitted from a wide variety of sperm to get the strongest to fertilize their egg. Their screaming during sex attracted other males. Hell, male penises are mushroom shaped specifically to pull out rival sperm. That's why men go soft and lose interest in sex after they come, so they don't remove their semen. Finally, a majority of sperm's sole design and purpose is to stop other sperm, not fertilize.