The sadhus there are more interested in gain than pain. Life for sadhus in Nepal is too good to be blue. Firstly they have total freedom - of worship, of expression, from social and familial responsibility, from want, from fear. They are also freed from the chains of their minds by the constant use of hashish or marijuana, illegal in Nepal but permitted to Shivaites as part of their religion. Secondly the Khatmandu valley climate is comfortable, and the local people are tolerant and generous.
Tourists too keep the money flowing, paying well for pictures.
And finally, the temple of Pashupatinah in the suburbs of Khatmandu is second only to Varanasi as a Hindu religious goal, the end of a long pilgrimage for many Indian sadhus and a big step towards a better next life, or even no life at all. Stoned, free and headed for nirvana in Khatmandu.