Do you mean wearing rubber gloves when having anal sex or anal fisting?
for sex there's no reason at all to wear rubber gloves during sex but some choose to while fisting as it's easier to clean afterwards, there may not be any mess but the smell can linger.
I've only ever worn lace/PVC gloves during sex and usually only because they match a couple of my kinky outfits. Never considered latex exam gloves, love the feel of my hubby - every single part of him, especially his most intimate parts and wouldn't want anything to get between me and his skin. Suppose exam gloves could appeal to some but definitely not me.
I also use nitrile gloves when doing any sort of anal play for a number of reasons.
1. Protect my hands from poo and the bacteria within, my hands nearly always have some sort of cut on them and that's just asking for an infection
2. Help out as nail buffers, smooth things out
3. If using water based lube in particular the gloves won't absorb the lube and therefore will stay more lubricated for longer
4. I use nitrile in case I want to use oil based lube, nitrile won't degrade.
5. Smooths out the texture of the hands make it a bit easier.
6. I've used then so much now that there's an erotic thrill to putting them on, as I know what I'm about to do and it adds to the fun.
I just keep a box of them with the lube/toys as I only use them for my anal masturbation sessions. So I'd say keep them with the lube as they will always be needed to be used together, even if you fancy just having a quick bit of solo fingering fun
I like using the medical latex gloves that you can get. I turn them inside out so that the smooth side is on the outside. They feel great when solo masturbating and gently running my hands all over myself. They feel a bit kinky too.