Sea urchins do have feelings although not in the same way that humans have feelings.
Sea urchins have the ability to feel in the sense that the sea urchins are sensitive to stimuli such as light, chemicals and touch, which the sea urchins can detect through their decentralized nervous system.
Sea urchins react to their environment and can also show fear responses, like pointing their spines at a threat that is perceived or by altering their movement patterns.
Although sea urchins don't have a brain or the complex pain experiencing capabilities like humans do so the sea urchins experience of sensation is likely very different from us humans sensation.
Instead of having a central brain a sea urchin has a nerve net and a nerve ring around their mouths, that allows for coordinated responses to stimuli throughout their bodies.
And sensitive cells are also found in the spines of sea urchins, tube feet that look like suction cups and also around their mouths.
Sea urchins also have cells in their tube feet which also can detect light, even though sea urchins don't have traditional eyes.
And sea urchins are also highly sensitive to chemicals in the water and to touch and they react immediately when poked.
Also when a sharp object touches a sea urchins body, the sea urchins spines will point toward the touched area.
Sea urchins are also capable of sensing danger and reacting to predators by them changing their movement patterns.
And sea urchins might also react to being handled by biting you with their pincers that are near their mouth.
Sea urchins reactions are also more about survival and also environmental responses instead of just the emotional or subjective experience of pain.