Your basic premise is not valid; replicants do feel pain.
Near the end of the film Roy Batty was trying to stave off his impending death. He pushed nails through his palm to provide a strong stimulus; Batty was visibly in agony while doing this. As another example, Pris' heel-drumming and demented screaming when wounded by Deckard's gunfire were evidence that she experienced pain.
In humans and their meatspace analogues, pain response is a symptom of damage in normal situations. So if a replicant's skin is durable enough to not be horribly burned by a plunge into boiling water then there should likewise be no pain response. Pris' hand looked undamaged by the hot water. By contrast, Deckard's fingers were broken or at least dislocated with badly torn ligaments. There was damage, ergotherefore there was pain.