The hymen is a thin membrane which covers the entrance to the vagina.
It can be broken during the first time a woman has penetrative intercourse, but that is not the only way. The hymen is not physically shaped the same way in every female body — it can be larger, smaller, or have several holes instead of one. It can be broken by vigorous physical activity, a doctor's normal examination, masturbation, a sexual toy, a tampon, or fingers.
While the hymen doesn't have nerve endings in it, it's connected to the vaginal wall, which does. Pressure on the membrane may tug at the walls of the vagina, causing pain, and tearing the membrane (which is tissue) can cause it to bleed. Also, forceful penetrative intercourse (no matter the condition of the hymen) can be painful. Also also, even gentle penetrative intercourse without sufficient lubrication (no matter the condition of the hymen) can be painful. Either can cause bleeding completely apart from the condition of the hymen.
It's physically possible that a woman may be so aroused that she doesn't feel slight pains during intercourse, so if her hymen has a large opening or has already been torn, the pain simply wouldn't register. It's also possible that the first time she has intercourse, she is nervous, overwhelmed, unprepared, uneducated, etc. etc. so that she's not greatly aroused, and therefore doesn't have a high level of endorphins blocking out small pains. She could have a hymen which almost entirely covers the vaginal opening, and a partner who doesn't care to be gentle, so the tearing is going to be more painful. She could have a hymen which has already been broken, and a careful partner, so she feels no pain at all.
The medical and interpersonal reality is that the first time a woman has penetrative intercourse, it can be anything from amazing to terrible, and additionally anything from painless to very painful, in any combination.
Pain during the first instance of penetrative intercourse is not a myth. It's a reality for some percentage of women.
Here's the important part:
A novel is telling a story. The writer wants to evoke certain reactions in the reader. So the amount of pain or pleasure the female character is experiencing is going to be related to the plot and the characters, and their relationships. It's honestly not much about biology. You don't read romance novels for medical accuracy; you read them for emotional satisfaction.
If the female protagonist is experiencing a "painful deflowering," it has nothing to do with the actual composition of her hymen. It's about the male character not being a gentle, caring partner. It's setting up the male character in a bad light. Whether he is redeemed later or the heroine ends up with someone else is up to the particular narrative.
If the female protagonist has a great first experience, it still has nothing to do with the actual composition of her hymen. It's about the emotional connection between the two characters, and is generally meant to show that the male character is a kind and loving partner, so that they end up together at the end of the story.
Read more romance novels. Read some NC-17 fanfic (het, slash, femslash). You will find a wider range of scenarios than in the three you have read, and you may come to a better understanding of why romance writers choose painful or non-painful first times.