Please feel free to give a different take. That was just my guess or impression.
I went and got my book that has some of his letters and found a few examples of what I had vaguely remembered. I have to run in a minute and only skimmed through the first chapter of letters. They are from a bit later than I thought (I was expecting 1910 or 1911); I don't know whether Padre Pio was living at home or with his community at this point. But here are a few examples, if you are curious. These are in the conclusions of his letters:
March 18, 1915 -- "May Jesus give you knowledge of my current state. I am crucified by love, my dear father! My crisis is extremely painful. Pray to Jesus for me and do not fail to write lengthy and frequent letters to me."
April 21, 1915 -- "I give animated thanks to Jesus for the assurances that, in His name, you sent in your last letter. I pray then that, in showing me the charity of writing, you would add the additional charity of writing very lengthy letters. I realize that I am being very presumptuous with you, but pity my weakness. In my present state, your letters give me a tiny bit of light."
Another on April 21, 1915 -- "Write to me, when Jesus wills it, and always at length. I await your answers to my many problems, doubts, and difficulties as light from Paradise, as a beneficial dew on a thirsty plant." (Earlier in the letter he wrote about how he sometimes finds himself looking for a Simon of Cyrene to relieve and comfort him in his trials. He goes on to say: "Yes, my father, I have a very great desire to suffer for the love of Jesus. But how is it that when I am faced with trials, contrary to my will, I seek some solace? How much strength and violence must I muster up within me during these trials so as to reduce to silence my temperament, let's call it that, which demands consolation.")
October 22, 1918 -- "My father, now that the depths of my being are known to you, do not refuse to let a word of comfort reach me here in the midst of such severe and unyielding bitterness."