YERU,
If Padre Pio really bled, then he may have inflicted the wounds himself. Whether Pio's wounds were really documented and verified by doctors or scientists, I don't know. Many claims such as that are found to be erroneous.
I've read a bit about Padre Pio, but not extensively. I know it is claimed he physically wrestled with demons also and fought them in his sleeping quarters at night. I read that on his official website years ago.
But the "miracle" of the stigmata makes no sense to me. Like Venice said, why would devotion to God result in a curse or a painful miracle? The whole stigmata claim seems set up to draw attention to one's self or ego. Of what spiritual benefit is it to even clue you in that it would come from God?
Do you at least give consideration to the fact that it may be a fraud, or that Padre Pio inflicted the wounds on himself?