painful heat therapy

Like many here, I have a protruding disc as well as moderate to severe degenerative disc disease. I'm getting my second epidural steroid injection tomorrow. My question is about heat therapy. In the beginning of being hurt and months later when going to phsical therapy, heat therapy causes me great pain. Somewhat while heat is applied but more so afterwards. My PT used ultrasound heat and also moist heat pads at different times and in different areas and both times caused pain. Any reason why?