For me - stopping just prior to orgasm can help prolong my erection. However if she's close to orgasm - that's the last thing she wants me to do - so I understand your comment about it being annoying.
We've addressed this issue by always allowing her to orgasm 1-3x before intercourse - then if she has another it's a plus.
As a guy and only capable of having a single orgasm per session. Coming close to orgasm and stopping several times increases the intensity of the final event. If I orgasm at the first sign - it may be just a dribble, but if I go through a few cycles I can shoot long and hard - makes me feel young again!
BTW - a little anal play makes it even more intense!