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This is not really a question dealt with on an official basis by the Catholic Church, but it is fairly easy to answer.
Pain is an example of evil, and evil, when one examines it fully, is not strictly speaking a “being;” rather, it is a privation or lack of being.
This idea is summed up by St. Thomas Aquinas (not an “official” source of Catholic teaching, but generally a reliable guide nonetheless) as follows:
Malum enim est defectus boni quod natum est et debet haberi [For evil is the absence of the good that is natural and due to a thing] (Summa theologiae [S.Th.], I q. 49, a. 1, responsum).
This holds true even for pain: it is natural and due to the human body to be whole and serene; that unity and serenity constitute the “good” that is desired. Pain is precisely the condition that disrupts that good.
A human being, argues Aquinas, is incapable of desiring something evil, inasmuch as it is evil, for the simple reason that evil is not a “something,” it is a lack of something. Evil (even moral evil, which is the worst kind), is always desired sub ratione boni, that is, with respect to some good aspect of the object of desire. (See S.Th. Ia-IIae q. 8, a. 1, responsum.)
The same thing, therefore, applies to pain, even for those who are ma*****stic. It is never the pain itself that is desired (since that is impossible, as mentioned above), but some sort of pleasure that accompanies that pain (either as its effect or as the collateral effect of some other cause).
It should be stressed that when experiencing pain (and especially, inflicting pain on oneself) becomes routinely necessary in order to experience certain types of pleasure, that condition is, objectively speaking, a disorder. Masochism, for example, is a cause of great suffering for those who have it.
Hence, those who are saved, who suffered from masochism or similar problems on earth, will certainly be healed of their disorder when they go to heaven.
Keep in mind that Hell is a much worse punishment than mere pain; it consists in the separation of the condemned person from God. That suffering is chiefly spiritual, hence much more profound. (See Catechism of the Catholic Church [CCC] No. 1033.)
Moreover, the chief “reward” of Heaven is not pleasure (although pleasure will be a consequence of being in Heaven); it is the direct vision of God, or Beatific Vision—which is the supreme good that all people ultimately desire. (See CCC 1028.) No one can help but desire that, not even ma*****sts.