The pain of a physical wound is difficult. Think about the last time you smashed your toe on something, gave yourself a paper cut, or bruised yourself from some physical activity. But we have doctors who can actually see the problem, diagnosis it, and provide a remedy. We see the wound, accept their treatment plan, and follow through with it.
With mental health, we are not so lucky. You cannot always see the wounds and the treatment plans may not lead to healing as fast as you want.