This question is currently being researched because of the mole rats amazing inability to feel pain the way that most animals do. The reason lies in sensory nerves. An ion channel is sensitized when molecules bind themselves to receptors which is TRPV1. Scientists performed a test to see what exactly what makes these animals different than others.
They tested the thermal hyperalgesia of both the common rat and the naked mole rat at TRPV1. What do you think the difference is? From this experiment and by looking at the DNA of other animals as well, they concluded that the switch of 1 to 3 amino acids has a great effect on the naked mole rat. This change causes the receptors to be less sensitive to pain. This unique receptor may be the reason that they are able to survive better than other animals with genetic mutations. Also because they do feel as uncomfortable in the heat compared to others, they are able to live in small tightly packed spaces underground.
This topic is very important because it shows how a small genetic difference can be the basis for a species. It is proven that through evolution, they have a slow metabolic rate and that they do not have anything that is not necessary for their survival, including extra pain receptors. More research is being done on this topic to help us better understand why some animals feel pain and some do not.