There are only two ways permanent hair removal could possibly take place; either you damage the growing structures of the follicle, or you genetically alter the cells growing the hair. Currently, no one has a way to reliably change the growing hair follicle into a non-hair growing pore. This leaves us with damaging the follicle beyond repair. Any way you do this, one is purposely injuring the body. Any bodily injury will cause some sensation, even if not all of these sensations is attributed to the damage causing agent.
In the case of light based hair removal, the stimulation is causing heat in the structures with the target color (in this case the hair) while the practitioner needs the hair to radiate the heat produced to the growth cells around that hair in order to work. Its like holding a piece of wire, and lighting a fire to it on one end, and holding it until the radiant heat burns your fingers, without moving the flame down the wire.
In any case, you can’t do the damage you want done without some sensation either during, or after the treatment.
Enough said?