Choking and other "submissive" activities are enjoyed by women because they induce a condition known as "trauma bonding," in which people closely bond hormonally after a situation that created anxiety, fear, or trauma.
Trauma bonding is so omnipresent in social interactions that in studies, people will rate a tour guide as more attractive after crossing a rickety wooden bridge than after crossing a sturdy bridge. When we feel afraid or out of control, it creates an inherent desire to bond with whomever we are near to. This is probably a very good evolutionary idea, since many early human traumas likely involved depopulation of tribal populations that then needed to band together even more closely in order to survive.
Inducing trauma bonding intentionally through dangerous sexual acts is not somehow making you more intimate or close to your partner.
You feel more intimate and close because of a hormonal surge, but and here's the part most kinky women forget about it's not reciprocated. There's no trauma bonding on the part of the person who's inflicting the trauma on you. You feel the rush of intimacy. All they feel is that they've managed to achieve orgasm by devaluing and demeaning their partner.
Over time, this results in more and more asymmetry: one partner feels increasingly bonded to the other in an emotionally intimate way, and grows to associate intimacy with traumatic events, often to the point of being unable to feel it when in more traditionally intimate situations. The dominant partner, meanwhile, is learning to associate inflicting pain and fear with achieving orgasm, creating a dopamine release cycle that can become addictive and that will often require escalation to reach the same "high" as before.
The trauma-bonded partners of these dominant men have an impossible task when they realize their partner has turned genuinely abusive -- is ignoring safe words, for instance, or constantly pressing at hard limits. They must extricate themselves from their traumatic situation even though their brain chemistry has convinced them that the trauma itself is the core of their relationship, and their dominant partner believes (rightly so!) that the best way to keep them in line and feeling closely bonded is to continue inflicting traumas and then administering "aftercare."
The sadism/aftercare cycle in kink is a deliberate tactic to induce trauma bonding from the submissive partner. Yet we are so used to taking our feelings at face value, rather than interrogating the source and healthiness of these feelings, that many women believe the bonding and closeness they feel after these sessions is both real and reciprocal. Most are devastated when they discover that however much the dominant man in these situations seems kind during the "aftercare" part of the scenario (much like men often seem kind during the "honeymoon" phase following an abusive act -- funny how the tactics are the same, no?), he is not actually bonding from these acts and is instead on a path toward escalation of pain and fear.