Why does anal hurt so much?

Caus it's a sensitive place. Exactly. Also your anus isn't as flexible as your vagina and it isn't meant for a penis to be put in there although you can do that if you want. Your anal muscles will get used to it the more you do it just like when your vagina is sore after sex. Your body just has to get used to it. Be slow and careful the first couple times you do it, use plenty of lube and you should be ok.