I've already said they indeed feel pain, but do not express it way too obviously.Kisame screamed when Gai hit him, who was lying in the water under him. He also destroyed Yamato's Mokuton after raging of pain as he bite off his tongue. Being eaten by his sharks is no prove. This happened in a few seconds. Kishimoto hided Kisame's reaction on this and covered his whole body. He definitely feels pain. Like Deidara does. You could see some feel of pain in anybodies face, but Kimimaro holds his cold and unimpressed gaze when putting out a whole bone out of his body which was tore apart. That's a whole new level. Don't debate, just acknowledge it.
The expression on Deidara was rather being surprised when he was attacked by sand coffin, but he was not crying over it -mind that he is a long range fighter who does not rely on physical endurance and is not used to develop physical resistance-. Kimimaro's calmness was both related to fact that he is used to fight with mutilation due to his techniques and his mindset at those moments -he was fully focused on working for Orochimaru in his final moments no matter what- thus his resolve kept him more determined towards challenges.