The short answer is because it feels good.
If it doesn't feel good - don't do it.
I don't *orgasm* from anal intercourse. But I do it a lot because it feels good.
There's no reproduction, no orgasm, just good feelings.
Its too bad you're not in the Vancouver area - I know someone who does amazing workshops - oh - if you're near one of the Taboo Sex Shows - catch Jennifer's workshops - they're only 30 mins - but fairly informative.