Is annal sex bad?

Potentially. The anus is an exit not an entrance, and so i discourage my patients from partaking. Besides the risk of infection including std's, you risk damage to the sphincter mechanism that can not be repaired, leaving you with variable incontinence. Not worth the risk!
Yes. It is in fact safe for the most part. Yes you can get and transmit std's but the risk of trauma is low with lots of anal foreplay and lots of lubrication.