My OB said "don't be a hero. if you hurt, you can't heal." That friend who can't feel pain got appendicitis. Of course she didn't know until she threw up, from the pain. She got a weird sort of lump one summer and it was causing her all sorts of trouble. The doc checked it out and gave her pain killers. She didn't take them, because she didn't need them. Then she kept saying "I don't know why I feel so weird. I just don't have any energy. This is so weird." She was pale and shaky. I finally convinced her to take the pain meds and it was like an instant turn around. Color in her cheeks, able to get up and function.
SO it's anecdotal evidence, and I'm not a doctor, but that was enough to convince me.