It's not universal, but gingivitis (a minor gum disease) causes inflammation (thus pain). Some people are more prone to it due to their teeth arrangement. Some teeth tend to trap food, which then rots, promotes bacteria, and so forth. Flossing helps alleviate this. The initial floss tends to be strikingly different to the follow-ups (not unexpected). More bleeding and more pain (because of existing inflammation), also more gunk and funk (rotten food particles and bacteria).

One notable effect when regular flossing is sustained is that your whole mouth just feels generally less sensitive and healthy. Less pain when you chew, your breath feels fresher for longer. The reverse can also be noticed when you stop flossing.

As I said, this is not universal since not everyone has the same teeth arrangement. Which is one more argument in favor of not waiting for evidence. It's considerably cheaper to just get some 3$ dental floss, try it for a month, and see for yourself.

Because the bleeding is caused by inflammation of the gum tissue from the germs that get trapped up there when you don't floss. This then slowly breaks down your gums. This is why your dental hygienist uses that metal pick to measure under your gums; it should only go in 2-3mm and not bleed.