Almost no one enjoys pain. Humans spend a lot of time, effort, and money avoiding it or trying to avoid it. Often, pain is unavoidable and sometimes it's necessary. Occasionally, pain leads to something better in the future.
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Those who want you to doubt that anarchy (self-ownership and individual responsibility) is the best, most moral, and ethical way to live among others are asking you to accept that theft, aggression, superstition, and slavery are perhaps better.