Phantom pain

I wouldn't have guessed that phantom pain would have been as bad as it's been for me since my right leg was amputated nearly a month ago, but it is. We who have it aren't accorded the same status as those who have real pain, and I can see why; no one ever died from phantom pain. 
Or have they? It causes the same kind of stress as "real" pain, and wears on you in ways that weaken you. And although I haven't researched it, I'd bet there are numerous instances of those with it ending their lives.
An obvious question about phantom pain is this: Why is it pain? There have been a few times when mine has manifested itself as a convincing itch, but why isn't that always the case? In fact, why isn't the feeling one of having the missing limb massaged by an expert, gentle masseur? Ahhh ...
The obvious answer to this is probably that it's because the limb has been cut off. We're not evolved to see that as the "good" (in my case prophylactic) thing to do, so the primary readings the nerves are going to transmit are ones of pain. Pain serves to tell us that something is wrong with our body, or a part of our body. I shout at my leg, "I know! I know!" sometimes, but it does no good.
Soon, I will look into therapy. I've heard there are things that help lessen it.