J.S.
He isn't starting to feel sensations, he is learning how to articulate his feelings when he is hurt. He has learned, something happens, I cry, I get attention, maybe something else. He responses are exaggerated because he has autism, social cues are a foreign language.
Unfortunately, from my experience with my son, he will not figure it out until he is at least in school. You can try teaching him but I would suggest you focus on what you are teaching him which has nothing to do with pain.
He is leaning cause and effect and in a purely logical way. He saw someone hurt themselves, they cried they got something. Logically if he hurts himself, and cries, he will get the same thing.
Good news! It is a form of communication. :) More good news, you are in for at least two of the most frustrating years of your life, then it gets better.