Pain and emotion both register in the limbic area of the brain. This is why antidepressants sometimes help lessen pain symptoms and are prescribed "off-brand" for that purpose.
I think the overlap leads to a lot of misunderstandings. People in pain are more likely to be depressed; depressed people are more sensitive to pain.
This doesn't mean that the pain is "all in your head".
In general, we have varying levels of the ability to sympathize with others' problems/afflictions due to our own upbringing. The ability to empathize seems to be even less common. If you've never experienced pain of the type someone else is describing, it's very easy to dismiss it.
Very well said. Several loved ones have severe fibromyalsia and the often related chronic depression. The comments delivered to them by doctors and others are disheartening at best.