Not the person you responded to, but for me it comes and goes as a result of OCD. It does hurt, but not terribly. To describe the urge, it's a bit like if there's a big bug on your arm. Once you notice it, it's difficult to not immediately swat it away, and until you do get it off, you're gonna be very aware that there's a bug on your arm. It's pretty much the same feeling, just directed toward hair instead of bug.
It might be totally different for other people, but that's just my experience.
Ah fuck, I worded that poorly. No, talking about it is fine, but thanks for asking! I don't mean the physical sensation is the same, like how you can feel a bug on your arm. Speaking for myself, it's like the mental reaction of "ick there's a bug on my arm, I have to get it off". There's no physical itch or tickle on my skin. I was trying to make that comparison because generally when there's a bug on you, it doesn't bother you if you don't notice it, and you might not even realize it's there for a while. But once you notice it or someone points it out, it'd be hard to just ignore it, even if you couldn't feel it on your skin at all.
As I'm typing this out, I'm realizing that it's possible that not everyone experiences quite as strong a reaction to having a bug on their skin that I do, especially as a person with ocd, lmao. But if you do, well, hopefully this helps!