Mathematical proofs require a lot of creativivty, too. There are many different ways to prove a given theorem, and it takes quite a bit of imagination to come up with one.
I'd say the main difference is emotional. Being creative in the humanities requires a certain emotional madness, which can be especially debilitating. Scientists and mathematicians mostly just need to be obsessive, focused, and good at ferreting out hard to recognize patterns.
What does that mean exactly and why does it not apply to mathematicians?
Yes, and I'd go further and say that it is specifically a much greater then average empathy intensity which leads to great and moving art.
And that can hurt emotionally just as much as being an elite athlete can hurt you physically.