Consider the possibility that your masturbation technique needs improving.

For the most part, this is considered normal.

The love affair I have with myself has always been the most reliable.

You have every right to enjoy your body, have an abundance of partners and all the orgasms you want as long as you play safe, stay healthy and your sexual activity doesn't interfere with the rest of you life.

I recommend you take control of penetration by practicing with yourself.