I don't think there are 'proven' theories on very much to do with these types of illnesses. I have a lot of muscle pain if I try to walk or lift anything heavier than 1-2 pounds, but I have no idea why. Some connective tissue problems is my guess.
Before CFS..................the only time I would get muscle pain (other than an injury) is when I had the flu........................so with CFS I think that muscle pain is also due to a virus that is causing inflammation.
I don't have a lot of muscle pain, but I did notice that my whole body and muscular system felt noticably better the very next morning after I took my first dose(s) of NAG (N-Acetyl-Glucosamine). @Hip
I think the muscle pain is a basic side effect of inflammation. Just like when one has the flu, only that it's not necessarily associated with viruses or other pathogens. Just inflammation.
Viral infections make my muscles feel achey, but I think that's glial activation causing neurological misprocessing of signals, resulting in the perception of pain.
There are probably several mechanisms responsible for PWME experiencing pain, so there's no one correct answer, or one treatment that will work for everyone.