I was once a victim of the "sneak attack" as I like to call it. I was with my ex at this time. One day, during sex, without any warning whatsoever he proceeded to jab me with it. I felt a mix of pain, anger, and humiliation.
It ruined any thought I had that anal sex could be a pleasurable thing. My current boyfriend mentioned trying it once. I told him of my experience and how I didn't think I would ever do it. He told me that it was ok, and I never had to do anything I didn't want to. He said that if I ever wanted to try, that it would be at my pace and he would stop if I ever felt uncomfortable. I still haven't tried it, and he hasn't brought it up again. If I ever do it, it will be when I'm ready.
You've expressed your desire to try this, and she has given you a definate answer. Like Rosie said, maybe you should try finding out why and then just leave it alone. If she ever wants to do it, she will. If not, you'll know why and you can move on.