Because I don't get ice cream headaches; I get ice cream chest pains. I was reminded of this when I was at the pier house last week and I got a Mountain Dew slushie for my son. I overfilled the damn thing, and had to suck down a nontrivial portion of it all at once just to get the lid on, and about ten seconds later I thought I was having a heart attack.
Of course, it was just cold shock to my esophagus, and I didn't help things by immediately taking a slug of beer, thinking that since it was warmer than the slushie, it would help (hint: IT DOESN'T), but still.
You're not alone there, don't worry.
I'm pretty sure that it gets worse as you get older. I never used to get them, and now I get them all the time.
UNNN-pleasant.