It's always more hygienic for them to use gloves, obviously. But not because of HIV. As I said, HIV is not a problem for this. But many other common bacteria can cause problems in cases where proper hygeine practices are not used.
Should I insist on gloves for prostate?
Don't have unprotected vaginal/anal sex and don't share IV drug needles. As long as you do that, nothing else that you can think of is a risk.