All that gyrating ensures that every thrust hits a new pleasure zone inside her. The lower he goes, the deeper he gets – test different levels to discover what feels best.
From The Perfumed Garden:
MANNER THE SEVENTH — Place the woman on her side, and squat between her thighs, with one of her legs on your shoulder and the other between your thighs, while she remains lying on her side. Then you enter her vagina, and make her move by drawing her towards your chest by means of your hands, with which you hold her embraced.