So, a friend of mine who’s a pharmacologist explained that one to me. When drug test subjects take medication, they’re expected to note any side-effects they suffer from, and that often includes what they’re taking the drug to fix in the first place. So for example, someone might take headache medication to mitigate it, but might still be suffering from that headache after taking the pill. Cause and effect get turned around.

If you've ever looked at clinical trial data, you can see the list of symptoms reported in the placebo arm. It's actually quite interesting. These patient received no drug, but will complain about a whole list of symptoms.

As a result, drugs with very few side effects will still have a list of "this drug may cause" that aren't drug related at all.

However, the FDA still requires those to be listed. In such lists you often see contradictory side effects like constipation and diarrhea, sleepiness and nervousness and non-specific complaints.

Might it also be they notice headaches and such more often because they're paying more attention than usual on anything they might feel? I mean I'm sure I get slight headaches I can easily ignore from time to time.