I don't know about "they" but I can tell you that one certainly did. Almost as soon as the word came up her voice would get shaky with excitement. Every once in a while you could hear that involuntary quick swallow that comes from breathlessness or some other physiological response.
For me the thrill always comes from the excitement induced in my partner. If I see no increase in excitement as I go down an erotic path, I lose interest and try another path. That means i have to test for excitement.
So we developed a little code. If I asked if she had been naughty, she knew if she said yes, she was going to get an enema. The answer was almost always yes, at first. Later on it turned toward a 30% of the time answer of No, but I think you have been.