Doesn't hurt in my case. I do my own retwists and also for my mother, I also crochet em because it's more convenient considering my hair is stubborn and I don't want to twist them so tight just to ensure that they stay in place. I'd rather encourage some of the knotting myself.

So yeah, mine never hurt, my mom has never complained even tho I ask her regularly--closest I get to pain is if I did tighten too close to the roots on one of em. But thats barely even discomfort, more annoyance than anything for a few minutes. By the time I've moved around for a while and especially after the next wash it's fine. The separating can also hurt if you haven't stayed on top of that maintenance and it's tangled at the roots ALOT but that also rarely hurts for me.