It doesn’t have to!
Acupuncture pins vary in length and gauge. You can fit over 30 acupuncture needles in the opening of a hypodermic needle, they are tiny. The length of the needles often doesn’t correspond the strength of sensations you get either.
Pain is not a desired sensation during an acupuncture treatment. A feeling of heaviness, warmth, or tingling are more common descriptions. At any point during the treatment, you can ask your practitioner to readjust or remove the pins if you are uncomfortable.