IIN that everyone thinks anal is so much better than vaginal?

First you said 'everyone', then you mentioned 'most'.
The truth is, that anal sex is NOT enjoyed by a majority of most women, because it is painful, especially if done forcefully, impatiently, and without lubrication. Also if the toy or cock is way too large.
For many it is 'taboo', or "dirty".
Some women LOVE it, but MOST women don't. Just ask them.

When it comes to men, and receiving anal sex, I don't have any knowledge/experience, so I can't comment, with any degree of certainty.

Generally speaking, whether male or female, having an "object" or cock in your ass, can be pleasurable, painful, or neutral, depending the gentleness of the person doing it, and this is also when "size matters".

The anus is 'tighter' than a vagina, so men like to have anal sex with a woman (or man). The sphincter muscle, absence of nautural lubrication, and a history of not being used for sex ("stretched out") are the reasons, why it's tighter, but also, more painful, than vaginal penetration.

Speaking from personal experience, in life (as a man) I've had maybe 20 (female) sex partners.
2 loved anal, as much or more, than vaginal penetration
3 could "take it or leave it" after trying it, for the first time
5 didn't want to do it a 2nd time, or asked me to stop, the 1st time
10 hated it, or didn't even want to try it, for various reasons

Note: For those of you who are wondering, about 13-14 of these women, were 1-nighters, or fuck-buddies, when I was a teenager through my mid 20's.
The rest were relationships, lasting anywhere from 6 months to 7 years.

This doesn't include my current significant other, and for privacy reasons, I don't/won't discuss it.

SO, as you can see, anal sex is NOT the "preferred" method, of intercourse, among a majority of females.

Always remember: NO means NO !