Of course the do. That doesn’t mean you can’t eat them, but being aware that they feel pain makes a hunter more concerned of being precise to kill without unnecessary pain.

The Bushmen from the Kalahari desert have been depicted as hunters that use a plant based drug to douse the pain of their prey. I don’t know if this is fact or just a movie myth, but it sounds like something someone aware of the chain of energy that sustains life would do.