While generally not painful, e-stim can surprise you if you panic
It is quite simple. The sensations that you feel are inversely proportional to the surface area of the electrodes in contact with your body. So the smaller the contact surface, the more intense the stimulation. Or in other words, you will get a painful zap if you remove an electrode while the power is switched on.
Think of it like this; proportional pain is what we are all used to. Imagine dipping your toe into bathwater that is far too hot. It hurts, and so you immediately lift your toe out of the water to remove the source of the pain. That is proportional pain, if you continued dipping your other toes and then your foot into the water, the pain would increase.