Is it better to feel pain than nothing at all?

Yes, because if you can still feel pain, then you know that you're still alive. And you need to be able to feel to be able to heal. And if you can no longer feel sadness, then you don't feel joy anymore either. I don't know if anyone else here has seen the movie [i]Inside Out[/i], but the message of that movie is that every emotion, even sadness, has a purpose. When sadness is temporarily banished, joy is lost also. For joy to return, sadness has to be allowed also.