Somethings take time to develop. There must be plenty of couples out there who literally just do the traditional style of lying on top and then rolling off. We all start somewhere but it's where we go that is the fun. Sometimes you also have to take leaps into the unknown and hope it will be well received. So over the past thirty four years my wife and I have progressed from the norm to using copious amounts of toys, waterspouts,squirting,anal,fisting and pegging. Once we were on that road we kept pushing it. Although we indulged in anal and she was also fisting me I had to just take a leap one day and asked if we could try pegging. She could hardly call me a 'perv' given that she fisted me already and indeed going back years it was she who first slipped a finger up my butt.
Maybe he equates anal as being dirty or only for gay sex,which of course it's not. Perhaps he doesn't realise that for both men and women there are so many nerves up there to be exploited and enjoyed.
Think you may need to be bold and take a risk and talk about it. Do you watch porn? If so perhaps introduce some anal porn.
I think, like others have said, that communication is the key, but not always verbal. He may be shy about talking about these things out loud, but happier in text maybe.
Certainly with me and my gf, we hadn't spoken about our fantasies or desires etc until I was travelling back on a train after a meeting in London one evening. As it was over text we both felt more at ease, and by the end of the night had a couples profile set up on a swinging website and by the end of the week were visiting our first sex club.