Unlike the local pain we feel when we physically hurt ourselves, the pain associated with stress is more dull, blunt and seems to affect us everywhere.
Pain is most of the time a sign for immediate danger. If you burn your hand, prick your finger with a needle or fall and hurt your knee because were daydreaming and didn't notice that big rock ahead, pain is your body's way of saying "Hey, pay attention here, take care and make sure the it doesn't get worse!"
With stress related pain the situation is different, it's more like the body's way of telling the conscious mind "Anybody there? What the fuck are you doing?"
Prolonged stress turns the body's own strength against itself, because it is constantly preparing for a danger - yet the danger never comes because it's not physical. When mental or emotional stress goes unresolved for a longer period of time, it takes it's toll on the physical body, and as the toll grows higher vaguely defined pain appears and demands attention.
Dealing with the pain caused by stress instead of the cause of the stress is very much a downward spiral.