make sure it's not a behavior you want to see from him, seize all sexual activity with him when he does that for as long as it takes for him to get the "that's a no no" message.
my current boy did something similar when we were "playing" and my girl got close trying to "get some" as well... took a few days for him to understand.
you really don't want this sort of behavior. if he gets this protective when another member of the "pack" gets close. he very well may start doing this with strangers during other activities like walking.
dogs don't "claim" mates. they can get dominant and aggressive over their mates in the moment (most male animals are very "i want it now!" selfish when it comes to sex since it feels good), but i'd hardly call that "claiming". this "dominance" usually goes away when the male showing it gets his rocks off. if they "claimed" their mates, litters with multiple fathers wouldn't be a thing. they are, when multiple males have access to the same female during heat.
you can even have them even take turns in the same room if you set their boundaries properly.