I wouldn't have dry anal sex because I don't like how it feels on my penis. I'm a lube kind of guy.

Here's some trivia. According to Dan Savage anal sex and even anal fisting has shown to decrease the development of haemorrhoids. Haemorrhoids develop when people don't move about enough and eat too much crappy food that doesn't exercise the anal muscle enough. Anal sex is healthy for your ass. Remember that kids.