Traditionally, if you saw a horse struggling over stony ground you would assume it "needed" shoes. Its something we see often with rehab horses - initially, straight out of shoes they often find hard concrete or rough stony ground uncomfortable and yet the same horses, after a few weeks of a good diet, non-invasive trimming and correct movement, can go over that ground without shoes.
A poor diet, high in sugar and low in minerals, will give many horses sole sensitivity. Another common cause is aggressive thinning or cutting of the sole and frog - this is normally a "man-made" problem, particularly in horses who pull their shoes and are reshod at frequent intervals.
There is one other factor to consider, which I've been wondering about for a while. Its well documented in humans that nerve damage can be caused by poor circulation and as a side effect of repetitive strain injuries which have led to compression and soft tissue damage.
We know that shod horses frequently have reduced proprioception and poor vascular circulation, by comparison with a healthy barefoot horse; of course many of the rehab horses which come here have the equine equivalent of RSI, a toe first landing which has led to tendon and ligament damage.
It would not be surprising therefore if they also suffered from nerve damage and related hoof pain - or peripheral neuropathy, as it would be called in a human. If this is the case, then with an improving hoof there should also be nerve regeneration (provided there are still some healthy neural cells), but this not only takes time, but can also cause pain. Its yet another reason not to force horses to work on surfaces unless and until they are comfortable on them.