For me it feels forbidden and “naughty”, like it’s not something I’m supposed to do. We don’t use them often, but as an occasional treat it’s quite fun - I just have to be careful because anal play can and does set my IBS off sometimes.
As you already know, start small, go slow and use lots of lube. Also, you have to want it in there, so if you don’t, just say so - anal play really won’t work (and isn’t enjoyable) if you’re tense.
Finally, make sure your husband doesn’t accidentally confuse the alcohol gel for anal lube like like mine did 