Am I doing something wrong?

So I don’t do this every day but just when I get horny(which is still kind of rare). I haven’t done “it” a whole lot like I’m still pretty new to it and everything but the past few times I’ve been feeling really “good” down there I suddenly feel like I need to pee and stop what I’m doing, but then I try to go pee and nothing happens and I can’t go back to what I was doing which is kind of frustrating because I was feeling good down there and was in a way getting my “energy” out. I always wash my hands before doing it too since I just use my finger so am I doing something really wrong? Why do I suddenly have this feeling of needing to pee when I’m feeling super good/turned on? Does anyone else feel this at some point?!