I think this argument would have to conclude that training any RL agent at all is unethical, since updating its weights 'away' from some stimulus could be considered pain.
Constantly subjecting a person (or some abstract simulation that responds like a person) to the equivalent of continuous bodily pain would be deeply unethical, but, say, giving a person clues towards solving a puzzle would be considered less so.
Overall, I think you're right though, if we somehow discovered we've created simulated people (or sentient beings) then we probably shouldn't use them to solve arbitrary problems.
[0]: https://www.reddit.com/r/philosophy/comments/27p93c/having_c... (Note I haven't read all of that post, just enough to know it shows at least some people think that way)