I dont really see any reason do do Anal sex dry from my pov nor for the subs pov. It has got to hurt badly and will most likely bleed and hurt for a long time.
It is not a "pain" that I want to give my sub/gf whatever and I dont really think any woman/gay/sub male would want either.

If there is anything I have noticed during the years I have been doing this it is this: There is a huge difference between good and bad pain, the pain you want and the pain you dont want to endure/enjoy.
(on the other hand there are people that gets off on pain..)