If your impressions were well made, they shouldn't get sore, as its basically the same thing as a custom ear shell for a hearing aid, which is meant to be worn for extended periods each day. Some people's anatomy though can present unique changes such as the shape of the ear canal changing when they open their mouth, ie; singing, which can then cause some discomfort, but as a whole, other than ear fatigue, you should not expect IEM's to cause any pain or discomfort, and they really are helpful in protecting your hearing by allowing you to get a good stage mix at reasonable levels since you don't have to have a cranked amp or floor monitors to hear over the live drummer etc. Little pricey up front for sure but well worth it.
My $0.02 as an audiologist in training