I've been having that same sort of burning 'pain' since my wedding night. Its miserable. I have reciently been made aware of another problem, interstitial cystitis. I have very few of the symptoms of it but as a urologist tells me after a scope, I none the less have it. The only symptoms I have are on and off frequent urinations, some times I go more, sometimes less, when it burns I go more. And this burning, it does not necessarly have to be with sex, but that is a common time to feel it. The main other time is if I don't drink enough. There have been times I've had to hold a cold cloth against myself to get relief. Not nice at all. Before my scope I had taken bad with bladder contractions, but that was after 6 years of living like you sound like you are. No real substantial pain as such except during sex sometimes.
As a pleasant side effect of the scope, where they stretch out the bladder with water to have a good look at the surface, (sounds miserable but I didn't know anything about it, I was is la la land) I've gotten wonderful long-term relief of it all, burning, pain, and frequent urination. The only time I feel burning now is if I don't drink enough and that is certainly fixable. If you would like more info on this feel free to drop me a note.
Best regards and hope you gain full relief.