The anus is part of the gastro-intestinal tract that begins at the mouth and ends, as our Australian friends would say, “down under.” It didn’t evolve to be penetrated. True enough. Neither did the mouth. So by the reasoning of evolutionary adaptation alone, we can argue that oral sex should also be a no-no. Going further still, we can provide apparently adequate reasons why all manner of sexual activities aren’t “natural.”
But here’s the thing: we observe a great many other animals in a great many other species indulging in “not natural” behavior — provided we define penis-into-vagina as the only normative experience. Which means plenty of other animals are also “doing it wrong.” Or it means that we, like many other creatures, have the capacity for a much wider range of pleasures than a purely reproductive urge would suggest. And this is because evolution works on a “on average” basis where adaptations to environmental or existential challenges are merely “good enough” and thus leave open a wide variety of additional possible scenarios.
In the end, the things one does sexually come down to personal preferences, deep-seated fears and anxieties, social moeurs, and exposure to possibilities one would not necessarily have dreamed up for oneself. Personally I’ve found the happiest and most well-balanced people have the fewest sexual constraints, but of course that’s merely one set of data points and additionally there’s selection bias operating because I’m European.