There are some other possibilities to be ruled out. Does your baby have tongue tie? An irregular sucking pattern? Etc.
It could just be that it's still the beginning. Even with a good latch it took me a couple weeks to get used to the feeling. I think the nipples need to get accustomed to it before they stop hurting. They aren't used to being sucked on like that.
For me, for the first several weeks it was much more of a pain and hard work than a beautiful bonding experience. You'll feel it eventually, and when the moment comes, you'll be so grateful you stuck to it.