Pain was something Lex no longer acknowledged. It was not that he had gone crazy, though there was a particular patch of grass that regularly accused him of such, but that over the past few years he had come to realize that most pain was just an evolutionary tool that was relevant back when he was mortal, but was no longer so.
Pain, back when he was mortal, told his body that there was an issue. The more severe the pain, the more severe the issue. But now, he had complete and total awareness of his body, as well as an in depth understanding of what his body could tolerate. The same was true of his soul.
But his body still felt pain, even for wounds and injuries that would heal in a matter of minutes. So once he reached a point of sufficient willpower and self awareness, pain was something he could just tune out. Even without pain, he would know if there was something wrong with him.
