Vaginally, your designed for penetration and your body expects and molds to it. If you positioned yourself correctly, he will fully knot inside and you can grip him. You stretch easier vaginally and can release him with less pain.
Anally, it’s more a surprise and your body has to adjust to the invasion. You tend to tense up with the hard penetration which makes him more forceful. After you relax, it’s more comfortable. If he turns, your going to tense to stop the stretching. It’s diff when your stretched anally to allow his knot to slip out.