"Painful"? Not sure what you mean by 'painful' .. But it can be irritating sometimes .. Sometimes too much of a 'thing' is not a 'good thing'.
If by painful you mean a pain the butt, it all depends on the person giving the compliment and the tone of it. If you "compliment" body parts, or say they are hot, that is just being rude. Women do not like to be treated like a piece of meat.
Now if you compliment them on an accomplishment, such as completed a difficult task and did so with grace, and strength, I am sure they would appreciate that.
Also some women are raised to feel they are not good enough, so when you complement them they think it is not sincere.