I just listened to a fascinating interview on NPR with the author Mary Roach, who just wrote a book entitled Gulp about what happens when we eat - from one end to the other.
One of the things I learned might be related to the attraction of DATO, prostate massage and Greek to some: the anus is a very sensitive organ with many nerve endings. However, the evolutionary reason for its sensitivity has nothing to do with sexual pleasures. The anus is a gatekeeper for the contents of your rectum, and it has to be able to sense whether the contents are solid, liquid, or gas.
BTW, the same author earlier also wrote a very interesting book entitled Bonk about the science of sex.