All response experience exists within the brain, yes, but it is only ever made possible through external stimulus. The brain itself doesn't feel anything, but generates those feelings as a response to events outside of itself.

"If it seems strange that nerve signals coming from the back can represent vision, bear in mind that your own sense of vision is carried by nothing but millions of nerve signals that just happen to travel along different cables. Your brain is encased in absolute blackness in the vault of your skull. It doesn’t see anything. All it knows are these little signals and nothing else. And yet you perceive the world in shades of brightness and colors. Your brain is in the dark but your mind constructs the light." — David Eagleman in his book Incognito.

Without the nerves connecting your toe to your brain, you are unlikely to feel the otherwise agonizing pain of having had stubbed it against a coffee table.