Re: well this is quite umm interesting...
As everyone else has stated the obvious, I'm going to take a different approach in my response.
It's quite possible that by retaining your stools it places pressure on the prostate gland, which in males produces a pleasurable sensation all over the body similar to an ongoing orgasm. I am gay, and have had anal sex before and the feeling from it is intensely pleasurable and I know that I can reproduce the feeling somewhat by doing exactly what you said.
Also, it's possible that your enjoyment is psychological and has something to do with your childhood, or could even possibly be a trait of OCD, something I also have.
Whatever the case, as long as you're not hurting yourself by holding it in too long causing fecal impaction or constipation it ok!
*Proud to be ME*