Because of the way nerve impulses work, eventually the most excruciating physical pains seem to subside. This is because there is a threshold for the amount of neurotransmitters received by a neuron after which surpassed no more effect can be felt. Therefore, even if you were to pinch yourself for five minutes at the same amount of pressure, after the initial pain is maximized, the rest of the time you would not feel as much pain. There are also other mechanisms that function to divert your focus from concentrated physical pain as such.
But this is not so for emotional pain, in my opinion. For this kind of pain I’ve found no threshold, no distraction. It comes to the point where you would rather endure unending amounts of physical pain rather than continue to feel the torture of the heart-breaking, emotional hurt inflicted.
I think I am correct in assuming that most humans would choose death over emotional pain much more quickly than they would choose death over even the most grueling physical tortures.