That's just reductive semantics. Anything can be described as "nothing but data".
(I'm still not sure that that makes them conscious, or if we can even determine that at all, but I don't think that's a fair argument.)
Surely "having senses" is predicated more on "being able to sense the world around you" than "having a body."
> Does my installation of starcraft have consciousness?
Can your installation of StarCraft take in information about the world and then reason about its own place in that world?