Don't see why they wouldn't feel the cold - was under the impression their old human senses work just fine - it just isn't going to affect them all that much. thonk.jpg
...actually given they presumably don't exactly generate much metabolic heat at all they ought to be a fair bit more susceptible to cold as such, they just won't suffer hypothermia from body temperatures outside the human safety range. And since they presumably still have water in their cells those will rupture just fine at freezing temperatures...