This was deliberate hurt. Interesting thing to volunteer to be scanned while basically being tortured.

Scratching an itch doesn't solve the problem of the itch (insect bite for instance) but it floods the brain with opposing nerve signals. The music playing was an attempt at the same thing. Make the brain get confused so as to not focus on what is happening to the body. I did it as well though I still needed novacaine.

If by "It applies to any religion" you are confirming images that trigger positive responses (because of religion upbringing) place the brain in a happier brain state, fine. Classic placebo effect: if you believe it helps you, it helps you. Same things as acupuncture, etc.

As for "religious makes it easier to bear painful things". I find no evidence to support this assertion. A few years ago I cracked a tooth and when the dentist looked at the x-ray and noted: "oh you're in a lot of pain I'll get you some pain killer". I replied, don't bother, pain is just a part of life I'm fine. He was amazed as all of his theistic patients (pretty much everybody in my town including himself he did specify everybody)) would have been demanding pain killers. When I have fillings, I do not use any pain killing and years ago I had minor surgery on my hand - again I refused pain killers. I can't imagine believing in an unfounded supernatural sky-daddy would have made it any easier to bear those physically painful things. As for emotionally pain, I have great deal of pity for those who must delude themselves with the fantasy stories of the supernatural to deal with reality. I could not imagine how such beliefs "could make it easier to bear painful things."

@NoMagicCookie this was a study where they were physically causing pain and using an fMRI to study brain activity and asking patients to rate their pain.