People who never had Belvedere or Chopin simply don't know that a vodka shot doesn't have to be a painful experience.
Maybe there is a vodka that would be different.
High-grade vodka is about producing a product free of impurities for the cleanest possible flavour. High-grade whisky is about capturing as many impurities as possible (particularly wood and peat) for a more complex flavour.
Also people experience the morning after differently I guess. As I get older whisky and red wine tend to hit harder.