Senses are not the same as what we call feelings. And consciousness can be very basic -- merely responding to sensory input.
Consciousness is on a higher level: it observes what we observe ( = sensory input, either intern/vegetative or extern).
Means, body feels pain, the consciousness can tell "I fell pain" - not necessarily in words but on a similar "language".
That doesn't mean physical pain is necessarily among the feelings felt.
It’s damn effective, harder to believe pain is felt by most (all?) animals than that it isn’t. The default assumption should be that they feel pain, not that they don’t.
I think creatures that don't feel pain would not survive long in the wild. If they don't feel pain they would not have any reason for avoiding dangerous situations.
Viruses and bacteria avoid harm and death if they can help it, but that doesn't necessarily mean they can "feel pain".
You could even define feelings as data generated by, and consumed by, consciousness.