I totally agree. Discomfort is one thing, actual pain is something else and is never something to put up with. Stop, recuperate, find out what caused the issue then fix it or modify whatever you need to prevent it from happening again. I have never done anything silly with heels, but I’ve ignored pain while training for distance running many years ago and learned to regret it.
curiously enough the footware that seems to be most likely to give me problems are Converse trainers (sneakers) I bought a couple pair because I liked the pastel colours and then discovered that the thin rubber soles led to some serious pain in the nerves in the ball of my right foot. I stopped wearing them except on days when I know I won’t have to walk far - ironically not unlike I do with my 12cm stilettos!