Magnesium works against calcium which the latter is involved with
NMDA pain perception. So magnesium quiets nerve firing.

Also it relaxes blood vessels that may be contracted, and improves blood flow.
Some is also absorbed thru the skin, and may help if there is deficiency.

Some Autism treatments use it, for the sulfate portion also..they claim autistic patients have errors in sulfates, and this helps. They use a cream from Kirkman labs and rub it into the back.

I find it has good local effects. And it is great in the bathtub too.