They stil have a nervous system, even if it's different. It better to compare hosts to a tree (nervous system wise). I don't feel bad when a tree gets a nail put into it. It can't feel anything.
But the hosts have an immediate reaction to that pain sensation. Like, I'm pretty sure one of the core intents of the show is for the viewer to ponder where a distinction between an artificial intelligence feeling programmed pain and actual human pain even lies? Like at a certain point there is no meaningful difference, right? At some point the mechanism for how the pain is delivered doesn't really matter when the reaction to that pain has appropriate consequence to the individual experiencing it. (And this is only touching on physical pain by the way, it's been implied the hosts can feel emotional pain and fear of loss, when their loved ones are in danger or die.)
I would think all you need for empathy is that simple idea, and then imagining you, as a human person as you are now, slowly waking up to the realization that you have lived many lives, lives as different people even, and been maimed, killed, and abused in all manner of ways for decades. That other people are taking advantage of you in that way, that you are just disposable entertainment to them and can be thrown out when need be. You
feel pain, you
remember that pain inflicted on you in the past and that trauma is with you now in the present. That seems like that would be shitty to me. I wouldn't want to experience it.
Also, you can't point to the
one dude drinking the milk who went on a killing spree as evidence the hosts don't feel pain. That dude was malfunctioning, and there was a whole lot of other shit going on there. He seemed to be remembering past cycles where his partner repeatedly took advantage of him and decided to get revenge for that. His prime motivation in that moment was to not be the lackey who is taken advantage of, and instead be the one doling out the punishment, a feeling which overrode any other "programming."