None of my litters have really ever protested to much when having their tails docked...maybe a quick whine, but that was it. I've had pups that never even made a sound.
Not saying they don't feel pain or discomfort, but at that age, they have not yet achieved full nerve function or circulation, so the sensation they feel is less than it would be for an adult dog. And of course, it's key that the person/vet doing the docking be trained on how to properly perform the procedure so that the pups feel as little discomfort as possible.
Now dew claws on the other hand....
They squealed quite a bit for that.