Well, I'm still a virgin so I have no experience whatsoever lol. And I don't think this has much to do with Scorpios, but anyways here's my take from a Scorpio male. My view is that it could spice things up in the bedroom. But from my understanding, it can be painful for the one being penetrated.

You ask why it is so enjoyable, well as males we obviously receive more pleasure from the act of penetration. On the other hand, the one being penetrated may not receive as much pleasure. The anus can be a very tight entrance (much more tighter than the vagina), which explains why it may be appealing and pleasurable to the male.

More tightness = a greater squeeze on his phallus.