It's an extension of the user, and surrounds them. They are literally inside Susano'o. Susano'o causes continuous harm on who's using it because they require constant output and contact with Susano'o for it to remain activated. If the usrer is removed from inside Susano'o, this connection that harms the user but keeps Susano'o active is severed, causing Susano'o to break down and, presumably, the user's pain to stop.
Well, with the Mangekyou, at least.
EMS Sasuke seemed pretty calm when notching it up to Perfect Susano'o, but maybe users gain tolerance of the pain.
It harms your eyes.
Sasuke described it as it hurting every single cell in his body during the 5 Kage Summit, and that was just the ribcage if I remember correctly.It harms your eyes.