Analogy:
We have all heard the weird stories, (factual based), about what happens sometimes between a set of twins. Example: When one is in pain, the other sometimes feels it. When one is about to call, the other goes to the phone before it rings. When one gets hurt, sometimes the other one bruises as well.

Now, for those of you who are religious; why is it so unbelievable for a person of strong faith to receive the stigmata?

Discus:

(As some of you might know, this painting depicts the famous nun who received the most severe stigmata in history; St. Catherine of Siena.)
http://getty.edu/art/collections/images/l/11225201.jpg

Notice the halo, insinuating her holiness and true closeness to God; and the lines connecting both Christ to the nun representing the direct aspects of the stigmata: both hands/wrists where the nails were placed, forehead where the crown of thorns was placed, the side of the abdomen where the spear was stabbed into the flesh, then finaly the pierced feet.