As a child, I was not examined through the rectum. Only my mother put suppositories on me by inserting a little finger in a rubber glove there (quite shallow) or lubricating me there before an enema (even more shallow).
The first time I was about to be examined rectally, I felt ashamed and a little apprehensive. It was on a military medical examination, I was 18 then. I was examined naked behind a screen by a woman. She examined my testicles and penis. Then she went to the sink. I thought it was the end of the examination and I was about to put on my panties when I saw that she didn't take off her gloves.
She started rubbing her finger with Vaseline! I guessed what awaited me. I was very surprised by this, I did not expect to be examined through the rectum. I knew I had to undergo this examination.
She had me stand on four, then take the knee-to-breast position. I felt ashamed and a little afraid if it would hurt. She parted my buttocks and slowly introduced her finger into my rectum. It felt weird, but it didn't hurt. She examined me quite thoroughly. To my surprise, in addition to shame, I began to feel excitement; my penis stretched a little (it wasn't a full erection though).
I was embarrassed by this medical examination, but then when I recalled it, it excited me. Often in my youth, recalling this rectal examination, I masturbated.