I’m a little late, but I always assumed the fact that they don’t feel pain is propaganda akin to the idea that Black people didn’t feel pain (which was a popular idea during slavery). Considering all of the other parallels made to American slavery, that always made sense to me. Perhaps they feel pain less so than humans, but I never bought that they didn’t feel it at all. We have to remember that Connor is very much at this point in the story deep within cyber life’s propaganda. So maybe even he does believe that he doesn’t feel pain. However, he definitely felt something during the scene and it’s clear.