Dear Stage Fright,
Wow, that does sound like a close call. Your hesitance to continue getting it on in your room is understandable.
But this may help to put your mind at ease: according to the Columbia University Housing Guide to Living, Columbia officials shouldn't come into your room randomly without permission. There is however, a however. If Housing officials have reason to believe that there might be some kind of emergency, or health, safety, or compliance issues in a room, they may enter. Likewise, officials may enter if a request has been sent to facilities to fix something.
While anyone coming to your room should knock to give you some time to compose yourself, it can still be unnerving to think that someone else has the keys to space you consider personal. To put your mind at ease, could you consider making a "Please Knock" or "Privacy Please" door hanger to stick out there when you're getting down? The old signal of hanging a sock on the doorknob may help alert anyone coming to your door that they should give you a few extra moments to answer.
Take heart that Housing officials aim to respect your space and privacy as much as possible. Hopefully this info will help alleviate your stage fright. Enjoy your private time!Alice!