>>13508770"Its body has been compressed deep under the ground. As a result, it is even harder than a diamond."
-HeartGold,Steelix
Sounds like its meant to be the Body, not its "Armor" Thing.
That said, i think the same about Blastoise waterhoses. theire made of Steel, since Pokémon can be made of Steel, or Rock, or even grass.
thus, i don't think it feels pain