Evolution wise. It makes sense for animals that cannot regrow limbs.

But for some animals it can actually limit their survival.

Unfortunatly human history. Has a habit of deciding based on our needs. Rather then actual evidence.

Its also worth remembering pain is a mental rather then real thing.

So while some creatures may have the signals to inform. Thjoer mind may not respond to it on the same way.

As a human(i assume ;). If you have ever needed to use opiates you may have some idea how that would work.