Mashie, my wife enjoys holding my penis for me when I urinate, and I agree it is a very intimate act. She doesn't do it all the time. Sometimes she just likes to watch without touching, but when the mood takes her, she likes to take over and aim my 'nozzle' into the toilet.
There was a special time several months ago when she aimed my stream through the railings of a bridge over a river. ;D
Other times she has sprayed my stream around in the garden, aimed me at trees in the park, and even held my penis while I was urinating off the side of a boat. All great, intimate fun.
Having her hold my penis encourages the bonding between us, so I know exactly what you mean when you say it makes you hot. It has the same effect on us.