That seems reasonable. Most people that are stigmatic seem sensitive and have the personality trait of being open to experience
I don't think a fully scientific explanation is adequate, though. Mostly because we don't fully understand how the mind works- stigmata do not easily fit with a materialistic view of the mind for sure. Also because stigmatists usually have other paranormal manifestations, such as healing or clairvoyance. Perhaps the issue is how westerners tend to think of the relationship of divine transcendence and immanence- usually focusing only on transcendence.
Stigmata is largely unknown in the Orthodox tradition (though there has been at least one Orthodox stigmatist), but that's probably because Orthodoxy doesn't focus on the human suffering of Christ. On Holy Friday the focus is on the wonder of the Creator being seized, abused, tried, and killed by the creature. It's more of a difference of emphasis.
This is an old Arthur C. Clarke documentary on stigmata. Most of the cases described are not actually Roman Catholics. I found the Pentecostal woman's case to be quite astonishing, as you can literally see wounds opening up on her hands.
It's interesting though that Clarke was basically an agnostic and yet he doesn't seem phased by stigmata, confident that there is a scientific explanation that doesn't include God. Which just goes to show you in the end our presuppositions about reality actually in some sense determine what we consider important. I've been reading more about this problem with secular western culture recently, disenchantment and an autonomous, isolated self that heavily filters experiences of the world. Many people have spiritual experiences that are medicalized or psychologized away. Paul Veerhoven, the famous Dutch film director famous for violent and sexually explicit films, had a spiritual experience after helping his girlfriend get an abortion, but it actually encouraged him to get away from his inner life and pour himself into his filmmaking. It didn't cause him to question whether he needed to repent, he just assumed he was going crazy.
As Chesterton and the Inklings of Oxford (Lewis, Tolkein, etc.) pointed out a long time ago, an imagination is a necessary part of a Christian life. Perhaps not to the degree that western people often take it, but without imagination there is no possibility for wonder. Modern secular people essentially live in a banal world where the imagination is channeled into purely economic or materialistic activities. Multinational corporations become our gods, myths, and temples (indeed, scientists have discovered that there is indeed something "religious" in peoples devotions to brands).
I don't see the phenomenon as denying the "work of Christ", I see it more as a form of union with Christ, which actually is not "anti-Protestant" in and of itself. To rationalistic minds this may not make much sense (salvation as divine union) but it is actually present in the early Protestant reformers such as Calvin and Luther. Their followers, on the other hand were scholastics and they tended to try to reduce salvation to purely legal categories.