Either way it is painful. Rather they cut into the gums and remove the teeth, or you go through the 4+ years it takes for them to come in, and then they still have to cut in to take them out. Just make sure to check with your dentist about having crowned roots, Its normally asian genetic, but if you have them its going to hurt.
It really isnt about more or less painful. If the teeth need to come out, then they'd better come out before they're fully grown and destroy your other teeth. Actually overall it is more painful to get them out when they are fully grown out and you dont have space, you end up with braces and a whole host of other complications.