I think men's fascination with anal is that it's considered 'taboo'. They see it as a way of pushing the boundries, and use it as a way to feel they are having 'naughty' or 'kinky' sex. Also some say that they like it because its tighter (because our anus isnt designed to stretch to fit so to speak)
I do it with my DP sometimes, and while i dont really get anything out of it, i dont dislike it.
The 1st time i did it i found it very uncomfortable.. i expected it to hurt, and naturally tensed up which made penetration harder for him, and more uncomfortable for me. I found that when i just relaxed, it wasnt atall painful.
When he first suggested it, i used the 'whats good for me is good for you' line. And to my surprise, he agreed! The male G-spot is up there and he actualy enjoyed it!
But it isnt to everyone's taste OP. You shouldnt feel pressured into trying it if it isnt something you want to do. And if he loves you, he should accept that.