Answer
The pleasure a devotee experiences is on the spiritual platform, not on the bodily platform.
A living entity has the inherent capacity to choose whether to experience pleasure spiritually. Even while the body undergoes austerity, the soul can experience happiness because it is acting in devotional service.
From the viewpoint of material nature, the activity is still considered duhkha (pain or austerity). The body experiences discomfort according to material laws.
Therefore, what is happening is that the devotee is experiencing spiritual pleasure while the body undergoes material discomfort. The austerity remains physically painful, but the devotee's consciousness is joyful because the pleasure is experienced at the spiritual level.
