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The Buddhas can enter the jhanas whenever they want.
There is no specific reason why they must or must not do it.
They don't do it to run away from pain, because that would imply that they experience aversion to pain. Aversion and repulsion is no longer found in the liberated.
This applied to Gautama Buddha and also the Arahant disciple Kassapa, according to the sutta below.
“Mendicants, whenever I want, quite secluded from sensual pleasures, secluded from unskillful qualities, I enter and remain in the first absorption, which has the rapture and bliss born of seclusion, while placing the mind and keeping it connected. And so does Kassapa.
Whenever I want, as the placing of the mind and keeping it connected are stilled, I enter and remain in the second absorption, which has the rapture and bliss born of immersion, with internal clarity and mind at one, without placing the mind and keeping it connected. And so does Kassapa.
Whenever I want, with the fading away of rapture, I enter and remain in the third absorption, where I meditate with equanimity, mindful and aware, personally experiencing the bliss of which the noble ones declare, ‘Equanimous and mindful, one meditates in bliss.’ And so does Kassapa.
Whenever I want, with the giving up of pleasure and pain, and the ending of former happiness and sadness, I enter and remain in the fourth absorption, without pleasure or pain, with pure equanimity and mindfulness. And so does Kassapa.
Whenever I want, going totally beyond perceptions of form, with the ending of perceptions of impingement, not focusing on perceptions of diversity, aware that ‘space is infinite’, I enter and remain in the dimension of infinite space. And so does Kassapa.
Whenever I want, going totally beyond the dimension of infinite space, aware that ‘consciousness is infinite’, I enter and remain in the dimension of infinite consciousness. And so does Kassapa.
Whenever I want, going totally beyond the dimension of infinite consciousness, aware that ‘there is nothing at all’, I enter and remain in the dimension of nothingness. And so does Kassapa.
Whenever I want, going totally beyond the dimension of nothingness, I enter and remain in the dimension of neither perception nor non-perception. And so does Kassapa.
Whenever I want, going totally beyond the dimension of neither perception nor non-perception, I enter and remain in the cessation of perception and feeling. And so does Kassapa.
SN 16.9
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A Buddha has fully developed & is endowed with the Noble Eightfold Path, including jhana (right concentration). MN 117 says:
Of those, right view is the forerunner. And how is right view the forerunner? In one of right view, right resolve comes into being. In one of right resolve, right speech comes into being. In one of right speech, right action... In one of right action, right livelihood... In one of right livelihood, right effort... In one of right effort, right mindfulness... In one of right mindfulness, right concentration... In one of right concentration, right knowledge... In one of right knowledge, right release comes into being. Thus the learner is endowed with eight factors, and the arahant with ten.
Jhana has become the natural meditation of a Buddha. Whenever the physical body of a Buddha stops exerting itself, the mind quickly returns to jhana.
A Buddha does not go into jhana. The opposite occurs. A Buddha emerges from jhana to perform his worldly duties, such as eating, washing, walking & teaching.