Sensory data is a specific data set that corresponds to phenomena in the world. But to say that LLMs don’t have senses merely because they are linguistic or computational doesn’t follow when they can take in data from the world that similarly reflects something about the world.
They don't have senses because they don't have a body. It's just a program. Do weights on a hard drive have consciousness? Does my installation of starcraft have consciousness? It doesn't make any sense.