Do we have any canon information on whether automail can give sensory feedback? There has to be some nerve connection in order for it to be moved. Does that nerve feedback extend to, say, pressure sensitivity? Does the mangaka ever tell us?
By interpolation I'm a bit inclined to think there must be some. Ed fights using that arm, which implies a degree of kinesthetic sensitivity considering the hand-to-hand style his and Al's sensei apparently taught them. But, of course, official explanations often have a logic all their own.