Does shedding from Androgenetic Alopecia usually comes with pain on the scalp around the affected areas of thinning?

Pain and tenderness can be variable. This requires an in-person evaluation. I suggest seeing a hair loss expert now to evaluate and go over your condition and provide you information about your best treatment options. There are great non-invasive options like prp/progesterone and/or hair transplantation. See an expert. Best, Dr. Emer

It is possible, yes, albeit not a common finding. Scalp pain or "trichodynia" can occur in a range of conditions. Please see a hair specialist physician for an up close trichoscopic examination. This will likely facilitate diagnosis.

Genetic hair loss usually does not come with pain as one of the known symptoms. Are you sure that you have genetic balding?  You might consider a HAIRCHECK instrument analysis of it and develop a Master Plan for your hair loss, see below.