Personally speaking, I find a penis more pleasurable than a strap on. I’m recently split from my girlfriend, and we used a strap on frequently during sex because I like anal. It’s nice, but it has a cold and kind of detached feeling to it. It’s also firmer and not as comfortable.
With a penis, you feel more connected during penetration, and it’s also a different feeling in general. A penis has more give in it - it’s softer, squishes a little, bends and feels warm. Plus the feeling of his balls hitting you is not something that can be replicated with a dildo.