I do not think that this is true. It sounds nice but when it comes down to it we do not decide what hurts and what doesnt. On a neurophysiological physical and mental pain are the same. Even though they come from different sources they are perceived in the same part of our brain. Psychological pain was developed evelotionary so we tend to conform to other people because as tribal creatures it benefits our survival. The same ways we do not chose if a stab wound hurts we do to chose if a betrayal hurts. We can influence our behavior and what we do about it but the pain stays the same.