Just as a minor point of clarification from somebody who's done a lot of reading on ancient Greek sexual practices, the mentor/mentee relationships you refer to probably did not include anal sex. Ideally, they were not supposed to, anyway. That form of sexual mentor relationship was limited to the elite, and being anally penetrated was taboo for elite men and boys. The sources instead describe intercrural "between the thighs" sex, frottage, as the common practice in mentor/mentee sex.
What people did in private, who knows. But intercrural was the ideal.
That's not to say anal sex was not commonly practiced in ancient Greece. The sources describe elite Greek men anally penetrating slaves and lower class men/adolescents.
The same paradigm existed in the Roman world. An elite man being penetrated by another man was highly taboo. But doing the penetrating was just fine.