I've tried replying a couple of times, and I'm just not sure! I think I'd not bring it up again, and trust that if it's truly bothering her, she will bring it up to you. I would think at age nine, she gets that you were doing something sexual (or at least, private activities involving private parts). I don't think it will scar her or give her ideas about promiscuity. If she's a little bit scared or weirded out by it, that's okay for now, too. In a few days, if you want to bring up the subject of sex in a neutral kind of way, that's cool, but I wouldn't reference "the incident" unless she brings it up!
That's what I would do. And I'd get a lock for the door.