As someone who developed a (purely physical and not mental in the slightest) dependence to a long term prescription medication that I had a prescription for and was using exactly as prescribed, I can tell you that the physical part can be horrible. It wasn't a pain killer, and it was supposed to be safe for long term use. It was a certain sleep aid with a certain moth mascot.
Anyway though. It stopped being effective, so I tried to swap medication a few times. I always thought the new options were making me sick since I would get extremely ill a couple of days after switching. It never even occurred to me that it was the cessation of the other medication. Eventually, since it wasn't doing anything, I just tried stopping it without replacing it. The same symptoms happened. It was like having the flu only much, much worse. Fever, shivering, nausea, extreme dysphoria, etc.
It finally clicked after that point, so I was able to spend 3 or 4 months tapering off of it after visiting my doctor and discussing the situation with him. Even with the long period, there were a few times that I reduced the dose by a bit too much or a bit too fast and was sick. It was a difficult balance, and that is with access to the medication which is completely legal, having a clear mind (there was 0 psychological component to it), and knowing outright what needed to be done.
I can't imagine how difficult the process is for people who find themselves physically and psychologically dependent on something. I was completely flabbergasted when I realized the reason I was ill. Luckily, I have absolutely no predisposition to being psychologically dependent on such things.
Basically, long story short. Anyone who says "I've never had a problem" didn't have a problem because they weren't dependent on whatever it is. I was in that camp too prior to that experience. I was stupid and ignorant.