There are two different types of pain. Acute and chronic. Medical studies and my own experience, including marriage, have taught me that men and women respond to pain differently. Women are more sensitive to pain. This does not relate to pain thresholds but to the actual feeling of pain.
Men are more likely to become depressed when they have chronic pain.
Men are less willing, for various reasons, to talk about their pain to others, including their wives or their doctors. Men suffer in silence and therefore internalize their pain leading to an increase in other symptoms such as depression and anxiety. The depression and anxiety, in turn, increase the pain experienced. It can be a long battle to regain a pain-free status. There are many books out there promoting many different ways to deal with pain.