We always use lube for anal sex. On the occasion where he tries to use my own vaginal lubrication on a toy or his finger instead, I end up sore. The anus does not produce its own lubrication, so you really need to use lube to avoid damage. Anal tissue is different from vaginal tissue, it is much more fragile. Getting an anal tear or fissure is not only painful but heals slowly. They also can get infected.
Have a good lube on hand and please use it for every anal penetration. You anus may relax now that you are used to anal play, but it doesn't lubricate itself. I wouldn't want you to get hurt and miss out on a single minute of fun sex play.