I've had similar issues. I'm sure lube was mentioned at some point, but in my case, it came down to a rare and unusual infection that they had to run a special test a couple of times to find. By unusual, I just mean the only symptom was that penetration and sustained contact with the whole area would cause pain/burning/irritation. But OB/GYNs I've seen run through a lot of possibilities to find out what's actually wrong. I'd go find a second opinion. I live in a conservative state. We can't be the only place with good OB/GYNs.

I couldn't find the line I really wanted to quote, but this is the general idea:
I did, but the guy didn't listen. Nor did he use any amount of brain power to realize that penetrating me as hard and deeply as possible was going to hurt. Nor was I ever given a chance to just relax and "adjust" after that so it didn't hurt. Even though I'm pretty sure I mentioned that virtually every time it was an issue. I would conjecture that women don't say anything partly because they're ignored anyway.

Also, if it really hurts, should crying out in pain/tears/etc. be enough to get the man to stop or do you have to explicitly say "stop". I'm curious. I almost wish men could answer this thread because I want to know if the average man would continue when they know they're clearly hurting the person they supposedly "love".