Epicurus says we can "consciously choose to pursue pain"
The issue is pursuing pain as a means to greater pleasure vs pursuing pain as the telos.
I don't think there can be any disagreement that we can and do pursue pain as a means.
I'm not sure what Epicurus thought, but I think I agree with Don that no one actually pursues pain as their ultimate end. In all cases I believe it can be shown to be pleasure that is actually being pursued, no matter how misguided the means chosen.