Sometimes the injection just hits a nerve.
Other than that, it could be the skill of the person administering. A tentative hand will generally be more uncomfortable than someone who just darts it in there.
It could be the equipment. If the needle has been dulled by puncturing the top of the canister then it’s not going to go through the skin as well.
Finally, some shots have components that are specifically designed to irritate the tissue called adjuvants. This is to provoke the body into an outsized response, which allows less of the active ingredients to be used while maintaining full effectiveness.
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