view of a psychotraumatologist 
What an interesting discussion, thx to you all. I agree that stress and suffering are part of life @noemi @odin @Alberto, that stress to some degree even make us thrive, grow @steelweaver. But in the end stress should not become bigger than our coping skills, it should not be overwhelmingly disturbing.
In general, I think of art and creativity as an expression of oneself, an expression of our inner world, our ‘being’ in the world, our being ‘me’. Being authentic is by definition being different from others and thus coping with judgment, the others , the outer world goes along with it.
But I also think that feeling different, an outsider, more sensitive than others, etc etc … is often a ‘symptom’ of trauma, a result of not having our needs met in the past f.ex, wich often results in losing our own connection with our needs, our connection with ourself. This disconnection is trauma, the residu of pain. In my vision many artists are trying to ‘heal’ themselves through their art - redefine themselves, trying to find a way to become ‘whole’ again - integrate pain and trauma. Artists are often ‘self-healers’, they are their own therapists.
When the self-healing fails, they might consider exploring the pain and trauma trough different glasses - those of a therapist. Thinking out of the box could help them cope better 
This is the more or less classic, freudian, psychological explanation for ‘artistic pain’.
There is another explanation though, one that is defended by one of the founding fathers of expressive arts therapy S.K. Levine : that art is the expression of our soul, our ‘acorn’, that we are born with a ‘mission’, something we want to express, and that the struggle to discover and express this acorn, this individual mission causes pain. Levine thinks we overfocus on pain and trauma caused by environment/youth/parents… We should instead in therapy look more for ‘the inborn authenticity, the inborn self’.
(If interesetd in this latter explanation: See Stephen K. Levine: Trauma, Tragedy, Therapy: the Arts of human suffering (quite a philosophical, demanding book - but very interesting out of the box view for therapists ;-))
Hope this helsp as a theoretical frame @Pauline