I didn't grow up having my rectal thermometer taken as a child so, as another woman stated, I don't have a psychological association with them but I do enjoy them in an erotic setting. A rectal thermometer on it's own, the small ones anyways, don't do much for me as to produce a reaction but stick a thicker one in and that certainly will! I do love that feeling of being 'filled' with the thermometer.
The main reason, and most importantly, that I enjoy rectal thermometer taking is because @AnthonyRT enjoys watching that thermometer go deep in my butt. It's a turn on for me when he's aroused. The reason I enjoy them so much in an erotic setting, like a play doc taking my temp, is because both Anthony is watching me get aroused and also when the doc plays with the thermometer in my bottom like twirling it in and out, shoving it in deep, or tapping it. I've come to enjoy those ones that are little thicker than the glass mercury ones only because I feel it more.
Also, to add to Anthony's point, there are many nerves, as we all know on here, in the anal canal, so it's very natural that all women and men would enjoy some form of anal stimulation. The only exceptions would be, unfortunately, there was some psychological trauma or, like Anthony said, if the women's partner performed any sort of stimulation to her anus incorrectly. I speak from personal experience in this regard. Psychologically speaking, I should NOT enjoy any anal play being that I had a traumatic experience where a guy penetrated me Non consensually. It was scarring and it took years to overcome that time in my life. Fast forward to now, my loving husband opened a new door for me and allowed me the time and space to come to enjoy our play time.