When I was young, many years ago, and I was complaining about something or perhaps if I had hurt myself and was crying, my Dad would often say, "There were men in the war who had their heads blown off and never said owt about it." It may have been intended to make me feel better, but it didn't.
Have you ever heard this, or something similar?
I've not heard it but I guess that it sprang from dark wartime humour. Maybe dates back to WWI. Remember that the guys used to enlist en bloc from factories or districts, so maybe it was a localised in-joke which veterans recalled later.