Great that men are asking for information on this!
One thing that most men don't seem to realize (& that affects how much the woman enjoys sex, amongst other things .. like her life ..) & that is incredibly important for female well-being is that no germs are ever inserted in the vagina.
For eg. if any germs from the anus (of the woman or the man) are put into the vagina (or the urethra), it is almost inevitable that an infection will result.
So even just a slight 'slipping' and re-inserting of anything (finger, penises, objects) that has touched even briefly the outside of the anus, into the vagina, can cause a great deal of discomfort & up to a great deal of pain later, in the woman.
Urinary & vaginal infections can be incredibly uncomfortable & painful, & they are horribly common in women. & they are mostly caused by ignorance & therefore quite unnecessary.
So even small carelessness like that during sex can cancel out totally any pleasure felt by the woman, and it will make perfect sense for her to think "why bother" the next time.
You might even find you have a very resentful or vindictive woman on your hands!
I have friends who always seem to have infections, & these are too often caused by ignorance & sloppy sex hygiene. Sometimes the woman herself is ignorant of how she gets them, but I imagine most women who know about all this also expect men to be infomed of these basic things ... but infact they often aren't.
The only other thing (as far as I know, apart from the obvious, which is very good lubrication!) that one has to take care of with anal sex is that it can lead to incontinence if the anal muscles are stretched repeatedly & damaged.
And shitting yourself involuntarily when older is not something most women would look forward to if they knew this can be one of the results of this practice ...
I guess it all comes down to what cost are you prepared to pay for your pleasure ...