They don't have senses because they don't have a body. It's just a program. Do weights on a hard drive have consciousness? Does my installation of starcraft have consciousness? It doesn't make any sense.
(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?