Its a active area of research in sports and DoD. As you'd theoretically be able to train marksmen and athletes at a much faster and better rate. However, even really really fast computers aren't quite fast enough to apply the adverse stimulus to 'wrong' movements/firing.
Also, your computer better be really accurate and never mess up, or that person is going to have a hell of a time retraining their brain. Also, their brain may view that the clouds/temperature/itchy grass/breakfast are the reasons for the adverse stimulus, as this is all happening at in subconscious time frame. So, good luck there.
When a motion "feels good", or is painful, probably means you learn. So chase those.
For now, opportunity cost rules the day. I'm 120% maxed out.
The feedback loops are often long. Getting a review on a performance, etc.
If a device were set up to trigger pain within some milliseconds of an incorrect activation, surely we could speed this up?
Yes, but can you make this to go faster?