How often does a phaser leave a "burning hole" in the victim? And even if it left such a wound regularly, would it be painful? Wouldn't shock leave the victim feeling no pain?
Look at Remmick in Conspiracy. The phasers blew whole chunks out of him!.
Yes, it blew Remmick up, but did it hurt
? Would there be time for the nerves to transmit pain signals before the nerves were destroyed? And Remmick in particular was probably dead, a meat puppet, what with that mother creature filling his abdomen.