Because your eyes adjust to the darker area. When you spend all day inside in a darker area, your eyes adjust to that darkness so you can still see properly, your pupil opens up/expands to let more light in.
When you suddenly step outside into really bright light, that expanded pupil is now letting Way To Much light into your eye, which causes that painful feeling.
After a few minutes your pupil then contracts/shrinks back down, restricting the amount of light coming in, making that pain go away.
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