I do understand what you are saying. Yet many things that are done in private are already illegal because of their negative impact on the individual and on society. You can't operate a bomb factory, even if you aren't selling your product and are only using it for your own personal enjoyment. The same goes for a meth lab. Or, much more appropriately in this case, a bawdy house. A sex convention is little more than a temporary brothel. I am sure that there are existing laws against this sort of activity in the jurisdiction in question. They should be enforced.
If something is wrong it doesn't matter whether or not it is public or private.
If I kill you in the privacy of my own home, it is certainly the business of the law.
Wrong is wrong is wrong. No matter where you do it.
Those things are still, in my opinion, the business of others.
We have to pay attention to things before we can make laws about them. It would be ridiculous to make legislation against
something without first looking into the problems with it. Thus, many things that are legal and private HAVE to be our business.