"No pain, no gain. "
As someone who's been running for over 30 years and working ou for 20, if there is pain, there is injury. When there is injury, you take a break and regress. People may say that muscle pain or stiff muscles are a sign of a good workout, not an injury. However, even with those your risk of injury is much higher, and you'll eventually hurt yourself. "No pain" should be one of the outcomes of smart exercise, not an admonishment for not working hard enough.
I always respond that in that case, "jpeg" should be pronounced "jfeg".