Is it abnormal to want/need pain to climax during sex? ?

It is not at all abnormal. For some, it is a great enhancer. For others it is a mood killer. One of my psychologist friends said that the pain and pleasure centers in the brain are close to each other. In some people, they may be more associated with each other. Natural opioid release is likely involved with both pleasure and pleasurable pain. A couple forum threads and Wikipedia links below.