Anyone who's ever seen an infant get a shot or be circumcised should know that this is complete bunk. Babies don't cry for no reason.
This is all MHO and anecdotal, so please don't think I'm trying to state anything as fact or an educated opinion.
I’ve also heard the hypothesis that babies will go into shock much earlier than adults and will therefore be silent, or start choking / having a seizure silently, during traumatic surgery.