Hi luna--
It does get better. As the hair gets thinner, there's less to absorb the laser energy, and so it doesn't hurt as much. I'd probably guess that the coarseness of the hair is also going to affect energy absorption, and therefore, pain.
The power of the laser has something to do with it, too. Lower settings won't hurt as much. They're not as efficacious, but you also don't have to worry as much about getting burned.
My operator upped the power on my last visit quite a bit, so that even with numbing cream it was pretty bad.