Another thought: Marriage is all about compromise, of course. Perhaps the compromise could be that you don't receive anal, but that you peg him, and also that you schedule more frequent sex of the regular kind. And maybe try a few different things, like sex outside in an isolated place, or new positions. He doesn't get to do anal on you, but he does get more adventurous sex and more sex in general. Would that work? Then he might find it easier to accept no anal on you, if he's getting more and trying other things.
Have you tried light bondage? I find that very good. I love it when I'm on my back and he pins my arms above my head. Once, my guy had used some kind of special straps so that I was on my back with my arms kind of tied to my legs. Not sure whether to my thighs or calves as I was blindfold. But anyway, he was using an electric wand on me and it felt great. Then, unexpectedly, he gave me a soft kiss on the lips, and I didn't see it coming as I was blindfolded. It was so erotic. There's all sorts of stuff you can do that don't involve anything up your bum.
I know married sex can be a PITA and you probably just want a cup of tea and a book - oh, I have been there. (I'm divorced.) But maybe you could try to think of sex as a way to relax. Most men just want to pump and dump, but MAKE him touch you the way you want to be touched. Relaxing touch, massage, lots of kissing, all the bits that men miss, like how sensitive our backs are.
I think we have to teach men how women need and want to be touched and pleased. Get an electric wand and make him use it on you during sex. I'm almost 50 and a man did this on me ONCE, and it's the only time I've ever climaxed during intercourse. My sex life has been crap, actually, apart from this one guy. I wish so much I had spoken up and INSISTED on better sex that suited me more as a woman, and shown them what to do. (I tried to insist with my ex-husband, and he refused. So that was great. He claims he thought I was joking when I tried to discuss it with him. I tried three times to tell him.)
I really hope you can find a compromise where sex is concerned. It would be such a pity to break up over that. Marriage taught me that sex is way, way WAY more important to men than it will ever be to women, GENERALLY SPEAKING. (Don't come for me, internet. I know it's a generalisation.) That's just the way it is. I had a dead bedroom for years in my marriage, and it was my husband who didn't want me. It was so incredibly sad. When you're both old, you might miss his health and virility and desire.
But your husband needs to compromise too, and accept your No.