Yes it may burn your skin, but injections hurt too. Yes, it may give you a funny taste in your mouth, just like many antibiotics giving you a metallic taste in your mouth. The taste from DMSO is because it is quickly absorbed into blood and excreted through the lungs as you breath courtesy of the O2 and Co2 exchange mechanism of the lungs capillaries. This is proof that the substance is quickly absorbed and rapidly exerts its action on the body. It oxidizes free radicals, rendering them harmless which leaves a harmless metabolite called MSM. This is a sulphite that naturally occurs in the body, and is essential for health.
DMSO is an organic substance which, unlike pharmaceutical medicines, does not cause your body to have harmful side effects (or should I say "disease"). Do some actual research and apply the rules of simple chemistry before you dismiss DMSO as quackery.