I imagine a complete tie with a full ejaculation would release the most dopamine and other feel good hormones in the dog's system. Getting locked together for the full event until nature runs its course and the knot shrinks would be the most important thing, I would think. A clean and very lightly lubricated anus seems better suited, in general, to accomplish such things for your lover.
But both parties deserve to enjoy the experience. I'm sure vaginal sex is still good for him with the added benefit of being pleasurable for her as well. So, if she doesn't enjoy anal, maybe there is more pleasure to be had in the union with vaginal sex.