My doctor said it had to do with the skill of the person injecting - it's important to keep a steady, continuous pressure on the needle without accidently wriggling it. It's much easier to get a painless shot if someone else does it.
To contribute my experiance - I felt a very slight pin prick as the needle broke the skin, then nothing.
It's now about +11 hrs after shot. Uncomfortable in the muscle, and the top of that leg. Wouldn't call it painful.
I was honestly expecting something more like a Tetnus shot. My arm was very painful within the hour and remained dead for TWO WEEKS after that sucker.