Her in-laws won't shut the bathroom door
I assume you and your husband close the bathroom door when you have guests over. If his parents raised him to be an open-door kind of guy, he seems to have adjusted to your American sensibilities.
It's no fun to be mocked for who you are. And frankly, it is rude of them to denigrate your comfort and culture.
But all you can do is say, "I know you don't like this about me, but I really do feel uncomfortable when you leave the bathroom door open." In your own home, if an in-law is headed in that direction, you can say, "Marianne, do me a favor and shut the door, please."
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