I have taken most every statin always resulting in shoulder/arm/leg pain. I finally told my doc no more. Yet he insists that I go back on one. What?

Prevention. It's likely he is trying to prevent a heart attack or stroke. Ask him why. Any decision in medicine involves weighing the risk and benefit of the therapy and condition.
Ask your doc. First thing is to ask your doctor why. Given that i don't know your medical history, i could speculate that if you have very high cholesterol or a genetic problem and are at high risk or already have heart disease or a mi, there might be no other way to lower your cholsterol to a safe level. However, ask the doc who told you this.