My understanding is that the pain is not associated with the injection site but more that the high pressures required for infusion result in discomfort beyond the site. Think of it like this, when we give an IM injection the patient is left with discomfort for some time afterwards. This is because we've created an artificial hematoma with that 1 cc of fluid and it is putting pressure on the surrounding tissue. The situation is similar in IO. the tissues are being forced to deal with increased pressures that they are unaccustomed to. So it hurts.