Like all venerable-sounding institutions, The American Chemical Society now has a YouTube channel, Reactions, where they make colorful videos and try to bring their message to The Young People (or at least The Internet People). One of their recent videos tackles a subject that's important to parents (and anyone who enjoys building things): why stepping on a LEGO hurts so f***ing much. Plus, the video teaches you why pain sucks in general, so you can also understand why it hurts when you step on Matchbox cars, Barbie brushes, and Monopoly pieces.
So basically, the problem is a combination of unforgiving plastic and soft feet that are just rife with sensory receptors. Hopefully future humans will evolve to have no sensory receptors in their feet and can dance on LEGOs all day long.