Many women, in fact, most of them, are not very open to the idea of anal sex for a variety of reasons. Society has made this act taboo, many fear that it will be painful, some are self-conscious, and some just fear the unknown.
With a massage session, it is likely that you will enjoy the sex fun more than ever before. While this is not something that you would want to engage often, but once a week, she will enjoy your attention.