If it wasn’t enjoyable then people probably wouldn’t bother with it, and before long there wouldn’t be any people. So there’s a pretty strong evolutionary reason.
I don’t think it’s possible to know if animals get pleasure from sex. You can hardly ask your dog “how was it for you?” I’ve certainly heard that bonobos do it for fun. The idea of pleasure for animals is a bit different than pleasure for humans, really.
Interesting alleged fact about dolphins and other cetaceans: they have prehensile penises (only the male ones, obv.)
I cannot claim to be an expert on the sex life of animals, but I think James is right. I guess most animals just do what their instincts tell them, but the more intelligent ones (humans, dolphins, bonobos) could decide not to bother if it was not fun.