Referring to How to avoid getting shocked by static electricity?, someone I knew suffered much pain from static electric shocks when touching door knobs or car doors where I didn't feel anything doing the same thing in the same environment. What are the importance of factors determining how painful (or not) shocks are, e.g. one's pain threshold, shoes and clothes one wears or even how one walks?
Everyone is likely to have a similar pain threshold to electric shocks.
If your friend wears leather soled shoes he will conduct static electricity to earth because they offer much less resistance to earth than rubber or plastic soled shoes. Wearing synthetic clothes may cause a similar effect.
If he/she has lower resistance than you (by having sweaty hands for example) that may make things worse for him/her.
Possibly your friend lives in a house with carpets made from polyester or some other synthetic material which builds up static electricity as he/she walks on it.