How to talk to entitled old man about privacy

Me and my two old furballs (both ~ 13yo) moved in with my best friend almost a month ago. The move went smoothly. They've known her for 10 years, they've been to her apartment before. They weren't scared or hiding, just had less appetite for a few days, but quickly went back to normal.

Now onto the ultimate betrayal: A closed door!

My roommate's bedroom isn't always off limits. But when she sleeps or works in there, she closes the door.

Grandpa refuses to accept that and keeps airing his grievances at the top of his lungs right in front of the door. He's been vocal and a bit of a drama queen all his life but this takes the cake.

It's not his usual "being locked out of somewhere" complaining either, like when someone dares to go to the bathroom without him. He screams like he's locked in somewhere. But he hasn't gotten himself stuck in a kitchen cupboard, he can roam the whole apartment which is bigger than ours was, just not always her bedroom. He'll howl for half an our at the closed door, then yell at me, then chill/sulk somwhere for 15min -1hr, and repeat.

My roomate isn't too bothered by it. She's a deep sleeper and works with headphones on. It's me he's driving insane. And grandma is also giving him the airplane eared murder stare whenever his screaming wakes her up.

When he's locked into protest mode, distractions with toys, cuddles, or treats don't work. I know it's only been a month.