Anal sex would hurt if done furiously, I mean just doing it gently would be best.
Besides is it really about the destination or the journey? You can have the most amazing sex without having to penetrate anything, having many amazing orgasims can do it for me.
I guess virginity for the straight boys are considered to actually insert the penis in a vagina, As far as I know all the straight guys I know only consider it that way. A mean, can a hand job, blow job or even shrimping (god help us) be considered losing your verginity to straights?