I explained this on another thread here.

There are 4 types of sensory nerves in the periphery.... The positional fibers... alpha type, are the most myelinated and fastest in sending signals back to the brain.

http://faculty.washington.edu/chudler/cv.html

The others decrease in myelin, and thus the speed goes down.

There is a priority in sensation, with the nerves and brain interpretation. Since it is critical for the brain to know where the feet are, and other movements, those alpha fibers have priority. So when you are moving round, you don't "feel" the others the same way you do when you are still.

This goes for other types of pain too.... and dentists often use distraction to minimize perception of the needles used with Novacaine numbing. With children, distraction is often used when they get needles too for tests, etc.

Within the temperature sensory nerves, there is a priority for cold over heat. This is why topicals, like Biofreeze turn off burning pain in the feet and hands. Menthol stimulates cold receptors, which override the heat ones.

The movement is not "treating" the cause of the PN though, only temporarily blocking the messages.