Think for most chain smokers it's not so much of needing so much of nicotine in my body but it's the hand & mouth puffing habits. And chain smoking kinda cause your body to absorb too much nicotine over time and the need of nicotine addiction level goes up.
So if vaping too much nicotine till gets the headache, soon the body will need heavier & heavier dosage which can also be very bad. Now I am controlling my nicotine intake by every 1hr of vaping non-nic juice, I switch to only 10mins of using juice with nic. Kinda like a healthier chain smoking habit.