I definitely enjoy it when a girl plays a little back there. Licking more than the finger. But I wouldn't suggest the idea... So I disagree with most posts so far. How many guys have ever actually asked, "hey girl, since you're in the neighborhood, mind playing with my asshole a bit? thanks!" See my point?
To be honest, I've never asked or been asked. Just sort of happens. Obviously the lady is into it because they have initiated every time.
Same as when I play a little with the back door during k9. I don't ask, I just gently rub the outside a bit. If that results in pleasurable moans maybe I slip a finger in, etc. I've never encountered a request to stop. All worked out and is fun for both.