I don't see it so much as pain but rather value and functionality of the rod. If you truly have to have one of these $800 rods, just wait a couple of years or hit ebay or the other flyfishing websites and find "the rod" you covet for half price or less. Over the years I've owned almost all the sage rod models up until two years ago when I quit buying/selling as many rods as I used to. Yes, the models cast differently but all were functional and most flyfishers could use any of them with practice, and none, in my opinion, were worth the retail price asked for them. I think (again my opinion) that vanity plays a big part in the "gotta have the new rod" game.
I don't think many new flyfishers truly know what type rod they prefer. You'll hear those who say they like a soft rod, others prefer a medium actioned rod, while still others covet those fast actioned beasts, hence the rod companies somewhat try to make rods with actions to meet these demands as these new fishers really learn just what it is they want, and the price they'll pay to get the rod desired.
That being said, rodmakers seemed to really be making their blanks stiffer and stiffer from the late 80s until recently, but now it seems the pendelum is swinging a bit the other way and there are a few more medium actioned rods. . Who knows where it will end? Companies have to keep convincing buyers that they have to have the latest, hence naming rods "The One" or some other catchy name (and no I'm not ragging on Sage--I own quite a few Sage rods) or the companies will go out of business, as sales is the name of the game. Flyfishing doesn't appear to be growing as fast as it once was (like after the movie, A River Runs Through It came out) so if you aren't selling lots of rods at a lower price then sell fewer at a higher price to get the same sales revenue.
I'm actually back to fishing my go to Sage RPL 5 weight which was made in 1990, and a number of rods that I made up on cheaper blanks. I've found what suits my style of fishing, I'm pretty tough on rods, and there is no need for me to break an $800-1000 rod when those rods aren't going to land anymore fish for me and I can't imagine they'd give me anymore enjoyment that I can get from these cheaper rods.
Again, to each their own. If you have the money and want to spend it, go for it. Just make sure you don't expect it to make you an excellent flyfisher just because its an expensive stick.