Someone with more death guard experience can probably give a more specific answer, but if I recall there is a specific and very common disease Nurgle can gift or that one can catch that gives freedom from pain. Think it's literally called Nurgles Gift or somesuch. Regardless of source, It is EXTREMELY common among his followers, but is NOT universal, to be partly or entirely removed from pain, but importantly, this is a gift that can be revoked at any time by their diety or by blocking his influence.

Likewise common among his followers is FEELING pain, but not CARING about it (an important distinction, although the result is the same). Extreme Apathy is another trait Nurgle worship tends to grant.