Here's some good reading about how war has been the perfect labaratory in which to study and refine anasthetics.
Modern surgery was invented in the 16th century by Ambroise Par?, a lowly barber-surgeon in the French army. When he joined the ranks, guns were the latest upgrade in weapons of mass destruction, bullet wounds were washed out with boiling oil, and the standard practice for relieving a soldier's pain was to slit his throat.
I wonder, why would the human body adapt to develop chronic pain for limbs that no longer exist? It must just be an unresolved quirk. Maybe people that suffer such trauma would almost certainly die without modern medicine, so nature has never had to bother with getting rid of unnecessary stimuli in this contingency.