I used to think like this, but I've since learned.
After I'd been rock climbing for a while I stopped getting delayed onset muscle soreness in my arms. I was so confused that I didn't feel that recognizable pain even though I knew I got a great workout. Luckily after a while I learned that such things happen instead of trying to essentially injure myself by drastically increasing weight when I lift.
"You don't want to be a guy with chronic back problems because you tried to hulk out in the gym on deadlifts."
Unfortunately I already have chronic back problems, and have since the day I was born. No deadlifts for me. At least I didn't ruin myself being foolish in the gym I guess.
RE: Fitness Myths: "No Pain, No Gain"