For much the same reasons - sex causes the release of brainchange chemicals, (which act like drugs - in fact, are often analogues of the drugs we have declared taboo) and the brain seems designed to seek alteration.

Making sex illegal or socially taboo makes it all the more exciting, again, because of the boost in self-identity caused by breaking social boundaries.

That's half the reason anal has become such a social phenomenon. When it becomes socially accepted some other sex act will be pushed to the boundary and become even more attractive.

It's the price we pay for being herd animals - there's a constant struggle between herd uniformity and the individuals desire to become even more of an individual, and the easiest, cheapest, and usually safest way to do this is by breaking laws and taboos.