I'm assuming you would feel more of it, not necessarily better in any way. That would depend on you. The female vagina has around 2x sensory receptors as a male penis. This is all based on assumption, since I'm a guy.
That really doesn't make any sense.
I would say that it doesn't feel as good because women are really sexually pleased as easily as men.
For example, during missionary sex a male is 80% likely to orgasm while a female is only 25% likely. That even if they can orgasm at all because a surprisingly large proportion of them can't.
But they shouldn't fret, female orgasm are more intense then male orgasms.