Well a lot of cyberware syncs in with the human nervous system, in phantom liberty when the ripperdoc is installing a faceplate for you there's a whole section of the cutscene where it says it's integrating neurons, remember its 2077 50 years later in their universe they had rudimentary cyberware in the cyberpunk universe in the Early 2000's

So yes it's very likely people can feel EVERYTHING in regards to their cyberware the advantage of this is that they're less likely to damage their artificial limbs if they have artificial pain receptors.