When an object or penis is inserted beyond the anal opening into the rectum, other pleasures are involved. The outer portion of the rectum, like the vagina, has several nerve endings. The inner portion responds mostly to pressure. Some people enjoy the feeling of pressure and fullness once they understand that these sensations do not presage an impending bowel movement. It is stimulated indirectly by most types of anal sex.
Anal pleasure can be psychological as well as physical.
The anal taboo adds to the thrill of the forbidden. Other people regard the anus as a secret, special place. Sharing it with a partner is an act of openness and giving.