Yes and no. Lots of people find the situation attractive rather than specifically the physiological feeling they gain from it. Similar to many girls during straight sex. Many don't actually find it physically pleasurable, but they enjoy the horniness of it and the situation of the dominant male, as primal as that sounds.
As for the hurting question. The answer is try it. Some say it always hurt, some say it never does, and some say it does sometimes. I think to be honest it's a bit hit and miss.