I don't know that this can ever be explained adequately. I don't even fully understand why we enjoy the things we enjoy, so explaining it to others is hard. The rush of humiliation is sort of like one of those dreams where you suddenly find yourself someplace public, and look down and realize you're not wearing pants. That sensation of vulnerability can be very physical, and can feel almost orgasmic.
The best way I've come up with to maybe make it more relatable to others is to compare it to hair pulling or spanking. If you're into kink, the pain associated with those activities can be a huge turn on during a hot sexual encounter, but I've never met a person who enjoys falling and hurting themselves or cutting their finger when chopping onions. I don't think very many people are turned on by ALL pain or want to be beaten up for real, but I know LOTS of people who don't mind nipple clamps and spankings hard enough to leave marks that last for days. The emotional anxiety that comes from jealousy or humiliation, when it's not done to cause lasting damage, can be a lot like that kind of controlled, consensual physical pain. It's all about the intention of the person delivering the pain or anxiety.
For me, it's not even all humiliation that's fun. It's very situational, and I'm often amazed my wife can navigate it as well as she does. For whatever reason, I get turned on being teased about my cock size, even though I know I'm at least average. I like being told she prefers me in a constant state of arousal and desire so I'm more focused on serving her, so being teased and denied release is hot. I love it when my wife is being fucked hard in my bed, and hearing her say things like, "oh my God, baby! His big cock feels soooo good inside me! He's so much deeper than your little white dick can reach! Don't you wish you could fuck me like this?" Or hearing her bull say things like, "look how she takes it all! Doesn't your wife look beautiful taking this big dick? She's finally getting fucked like she needs." But it's not hot when someone insults me before they're even playing together or acts like she shouldn't be with me. It's a subtle but important distinction.
My wife knows how to crank up the anxiety in an arousing way, but she's as protective of me as I am of her, and neither of us puts up with guys who don't respect both of us and our marriage. Similarly, we both get turned on when a strong black man gets her to say she's "his slut," but we walk away when someone introduces himself and says, "your wife's a whore and I wanna fuck her."
It's a fine line, for sure, and it probably isn't for everyone. It would be much harder if I wasn't absolutely sure she loves me or if I worried she'd never enjoy sex with just me, without a black man present. Like everything else we do together, we do it because it brings pleasure for both of us, even if that's sometimes hard to explain. Guys who understand that and get enjoyment from playing their role are really fun to find.