Given our current science and knowledge. I suppose it could increase your chances IF you were not safe or well lubed. This is because, if you are inadequately lubed, the object inserted could pull on the intestinal walls and cause injury. This could enlarge already present hemorrhoids as well.

Now, does safe anal sex, with lube and preparation, cause it? I don't think so directly, I think your chances could increase indirectly. If you try to strain to have a bowel movement before anal sex you could increase your chances.

Overall? MYTH.
In total: slight possibility