This is a question without anything possible but anecdotal answers. The first comprehensive sexual scientific study wasn't until 1948 when Alfred Kinsey produced Sexual Behavior in the Human Male. In 1966, Masters & Johnson produced Human Sexual Response. Unfortunately for your question, neither of these studies concentrated on Sexual Awareness of Children in Lower Class Families of the 19th Century. (First, thank you for allowing me to use the word sexual legitimately so many times and second, that sounds like a great title for a thesis... hmmmm)
During the major industrial revolution, in the cities, families were actually down-sizing, but your description of family nighttime life is pretty spot on, in that there was often a single room, and if lucky a single bed. This was not only true for lower class first world countries, but second- and third-world ones as well. My own thoughts on the matter are that youngsters (pre-pubescent) wouldn't be likely to understand or comprehend the moans and groans and movements they may have witnessed, but the older teenagers certainly would.
However, as the majority of older children worked, be it on the farm, or in the city, they'd be more likely to be sound asleep rather than spying on mom and dad's shenanigans.