User blog comment:Flutterbutter/Another Thought~/@comment-3250527-20140914011630

This isn't explained in the Novels, but I have a hypothesis.

The brain is a powerful entity, and the power of imagination is one of notorious capability. What do you think of when a blade drive through your arm? Now, think that as opposed to when you see a blade drive through your skin.

Long story short: phantom pain. Here's Yahoo Answers on the job.