Is a nervous system explicitly necessary to feel physical sensations? Why should we presume that a nervous system is necessary? They may have pain receptors that we haven't identified yet. Plants have consciousness... but it is quite different to animal consciousness, because their bodies are vastly different to our.

I feel that we should presume consciousness, pain, emotions, etc, in all living beings, until most rigorously proven otherwise, because just because we may not understand non-human, non-mammalian or non-animal living beings as well as ourselves does not mean that they cannot experience whatever equivalents their consciousness, bodies or minds allow them to.