A past girlfriend of mine always did that too. I could never understand why and it gives me the willies just thinking about doing that!
It's a trade off. A little bit of short term pain in exchange for being able to go directly to work and not worry about chewing your tongue raw.
FYI, the actual drill hurts not at all.
It is typically the heat you feel from the Doc drilling the same spot. Once I explain that if they simply drill then back off, then drill then back off, it hurts as much as a hangnail.
The constant pressure on a single spot is what is causing you pain, not the drilling.
Think about it, teeth have no nerves, how could it hurt?
Cheers,
knewshound