Yes, I have - many times. LOL.
The pleasure of intercourse - any sexual act, really - is dependent on so many factors - physical, emotional, psychological and, dare I say it, spiritual.
On a purely physical level, rubbing the prostate with one or more fingers could be more pleasurable. Also bear in mind that some men do not enjoy prostatic stimulation.
Some guys, on some occasions, may prefer fingering or maybe penile penetration. Personal preferences and changing of personal preferences from occasion to occasion.