I agree with with Chilipepper's statement about him being "intimately part of me afterwards". I tend to have long and drawn out orgasms that leave me (and my girly bits) pulsing for a good 20 minutes, sporadically. When he pulls out right away, it shortens my orgasm and he doesn't get an opportunity to feel all my muscles tensing.
A lot of times after sex, he'll just collapse on top of me with his lips nuzzled into my neck and we'll lay there until both of our breathing returns to normal and our hearts have stopped racing. If he stays in there longer than the initial calm down, I tend to get incredibly turned on again, so it normally ends once we're calm.
That's not to say that I don't get some pleasure from the quick release as well. That's dependent on things like condom-use, how much of a mess there is to clean up, etc. If he's worn a condom, it's an immediate disconnect, just in case.