I doubt they were that uncomfortable. The Romans were not likely using them to scrape dingleberrie. They would have used Roman baths to get rid of the excess.
Actually, probably not. Public baths get nasty quickly even if people wash off first. Going in dirty is universally regarded as gross.
As well, the Romans were fairly big believers in what passed for hygiene. They would use skin scrapers after a hot sauna, and if they could be criticized it was for using communal sea sponges as TP, though they would be washed out after each use.
Urine was collected in urns for the clothes cleaners. Since most garments were lightly colored wool, the ammonia in the urine was quite effective in cleaning them, of course rinsing them out after.