Yes, penetration can feel painful to a lot of women in menopause, because the loss of estrogen causes lack of lubrication and vaginal atrophy. I didn't want to give up penetrative sex as I started into menopause, so I have gotten laser therapy twice, and it does wonders! I have more feeling inside my vagina now than I even had before having kids!!! (Giving birth really ruined sex for me for awhile for several reasons).
I recently got one of those home led light light devices to try. The jury is still out on whether it really stimulates collagen production like the medical devices do, but it's enjoyable anyway. I also got the estrogen patch, take oral progesterone and use testosterone cream, and I feel better in every way than I have in years. Sex is absolutely the best it has ever been!
Hubs takes supplements like L. Carnitine, L. Arginine, L. Citrulline, that help the body produce testosterone, and it reversed the beginnings of ed for him and he's quite happy.
I am convinced that things like not enjoying sex in general, or penetration specifically, lack of lubrication, inability to orgasm, inability to get or stay hard, etc., could be helped in many people, if they wish, by getting their hormones properly regulated. But the medical establishment, for the most part, is not very helpful, and you have to be your own advocate.
That said, if you are happy with your current arrangements, then that's awesome!
Sorry, that was way too much info! But you asked, in part, what women think about menopause, and I got all carried away because I have lots of thoughts on that. Lol.