Will, anal sex ("this Greek thing") can be really pleasurable because of the tightness of the anal sphincter, especially the second internal one. And yes, women can get turned on and even orgasm during anal sex, and your member is likely to get some amazing squeezes in that scenario!
Psychologically, greek is attractive to some men for the shared exploration of boundaries and taboos with a willing partner, and the intimacy required to perform it in a way that is pleasurable for the woman as well. On the other hand, some men like the feeling of dominance it gives them, or the proof that their partner is willing to go to any lengths to please them.
Which leads to one reason women can be attracted to it psychologically even if they don't enjoy the act physically: it is a way of giving unselfishly, in much the way fellatio is an unselfish pleasuring. But just as many women are turned on by fellatio, so too are some women turned on by anal sex.
And indeed, it is very possible for women to be stimulated even to orgasm by anal sex performed well:
www.womenshealthmag.com/sex-and-love/how-to-have-butt-orgasms
and even some evidence that there is a high correlation between women being orgasmic and having anal sex:
metro.co.uk/2015/08/25/this-is-the-best-way-to-give-a-woman-an-orgasm-apparently-5359272/
So, I get that it is not for you; there are some things in the smorgasbord of sex acts that I don't want to try (yet). But don't put down something you haven't tried, or make assumptions about it...there is so much information out there that there is really not much excuse to have made such an ill-informed comment, in my view.