Cleaning your dog's anal gland

I didn't know that dogs (or any animal) had an anal gland; nor did I know these precious little nodules needed to be "cleaned." Alas, the things I learn when my parents come home from the vet. Which is where their wiener dogs went for their annual checkup this morning. And when they came home they stank like shit and burnt fur. Which is not exactly the smell I'd expect an anal gland to make (I mean, the shit, sure; but burnt fur?). The process for cleaning a dog's anal gland involves the vet sticking her finger up the dog's butt. Which makes sense. However, I would not have guessed that the dogs would have liked this (which they did. a lot.). Does this mean the dogs are gay? Or just sexually unrepressed? Or does the fact that they're neutered have something to do with it? Some days, life's mysteries overwhelm me.