**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, therefore there was pain.