Why some people never experience pain?

Yes! There are some people who never experience physical pain. For example, the Pakistani boy who helped scientists to solve the puzzle of ‘no pain’ used to pierce his arms with knives. Of course there will be cuts and bruises but no pain.

The Telegraph writes

When a British team came across the extraordinary boy they found three more related families in which there were six children — aged from two to 12 — who also felt no pain. Each originated from the Qureshi birdari clan in northern Pakistan. 

The scientists were able to determine that a mutation in the gene called SCN9A was responsible. This complemented the discovery that a painful inherited human neuropathy, known as erythromelalgia, in which sufferers experience a severe burning pain in response to warmth, is due to other mutations in the gene. 

As a result, they deduce that this gene can regulate pain sensation, from none at all to excessive pain. SCN9A is responsible for one that allows the surge of sodium atoms into a class of sensory nerves that send trains of electrical impulses to the brain, signalling pain. 

As a result of the genetic mutation, this so called "voltage-gated sodium channel" no longer works, dulling the pain sense.

But sadly the Pakistani boy was killed when he tried to impress his friends by jumping from a building. So, it is better to have some physical pain as it acts as a warning system.