Here is my personal point of view:
Why does everytime you cut your finger or you break an arm you feel pain? Because the pain is a normal information about you. When your finger is cut, it says: This part of you is important and you don't want to lose it (hair does't hurt when you cut them). When you break up, it says that your relationship was important to you and you don't want to lose it. This is useful because you will learn from your experience and be a better guy, thus involving in better, longer relationships.