Even more, normal holodeck characters are strictly scripts - they're no different than modern AI scripts for video game characters except far more complex run by literally FTL computers. So they can trick the holodeck user into believing that they actually think, are self aware, and have emotions.
The EMH programs meanwhile, have a much tougher task. They've got to run up against the limits of true AI and self awareness in order to adapt to unexpected situations, and worse, be able to make ethical calls and moral judgement - such as in emergency triage scenarios. They must create original solutions to problems with no upper limit on their range of choices. Unlike a preset holodeck fictional character that acts out a story and merely customizes dialog to the actions of the player.
Data, meanwhile, is an actual piece of hardware that creates consciousness - not a software script running in a standard Starfleet computer system. That's why there was even a debate over whether he is truly self aware... they don't know how his positronic brain works, and don't know how to measure what "consciousness" is in its context.
So, if we presume Data has an actual sense of "I" inside his head, then yeah, the subjective qualia of experiencing emotions is what he wanted. When he pretended to have emotions, he was merely acting like a holodeck character and faking it. But he didn't feel anything inside.
