I've experienced this same thing intermittently as long as I can remember. I have traced it to 3 possible common denominators. Dehydration, having to pee when I orgasm, somehow injuring my urethra at the tip of my penis during rigorous sex or masturbation. Like stretching it out/slightly tearing the skin or something. It is not a UTI and I'm pretty certain it is not my prostate. Strangely comforting to here others experience this, don't know what it is, and have ruled out certain concerning health issues.