Aye. Rules do not stack with rules of the same name unless specified.
As Urien's Father of Pain says that it extends his Master of Pain rule to nearby folks and the Haemonculus is also sending out the rule Master of Pain, you'd only get the benefit of one.
Further, the rule allows the unit to "treat the turn as 1 higher than it actually is".
So one instance of Master of Pain on Turn 1 treats it as Turn 1+1, so Turn 2. Another instance of Master of Pain checks the turn and it's Turn 1, adds 1 and now treats it as Turn 2.
The rule does not say "adds one to the turn number for Power from Pain".
Hence, no stacking unless explicitly stated.