There was a charming, but kinky, guy named Shane that introduced me to that years ago in London, when he asked me to fill him up at The Hoist. Since then, I've met a number of guys that enjoy this. But I did learn to be careful about fucking someone hard and deep while they are still full of your piss. It actually feels quite interesting, but let's just say you might slosh it in and out a bit deeper than they cleaned out.
The aversion some people have to piss really isn't justified. It's actually a quite clean fluid in healthy people, having passed through one of the most amazing filters (your kidney). If you get plenty of fluids, and take a couple of good pisses before you play, it is little more than "warm beer water," as a German friend of mine used to say.
However, if you are going to piss inside someone's ass, it should be obvious that you can't wear a condom, so there are the safe sex issues to think about.