This may sound strange, but I think urinating after ejaculating feels so good for two reasons.
One, from what I've gathered, the impulse to urniate is a mechanical reflex used by your urethra and urinary tract to kill off any sperm that weren't successfully shot out and to clear out and clean out that passageway. (Think of it like Drano -- something to sweep out all the gunk buildup.) Though I would find it odd, not to mention rare, that one could develop some sort of infection from the seminal back-up, possibilities exist and it's a wise defense mechanism.
Two, and this is speculation -- perhaps it feels good because we're alleviating a lot of pressure centralized in that zone. Naturally, your urinary passageways will close off so that semen can make its way through the system and out for a successful ejaculation. But if you're like me and like to edge for a little bit before the big O, surely your bladder needs a bit of release from being secluded for so long, right? Either way, it's a satisfying release. Shoot a big wad; piss a considerable stream.
Is it me or do you notice that the stream packs quite a bit more velocity and power after an ejaculation? (You can hear it in the forcefulness of the stream hitting the toilet water, I guess.)