This may sound strange, but I recently had this thing called testicular torsion (google it...youll cringe), and I need to be able to feel it in case it returns. The chances of this happening again are small tho. The pain I felt at the time (when I was sober) was severe.
Last time I had a mild toothache at the beginning of the night but I wasn't worried because I knew it will be gone when the MDMA comes up and won't distract me from enjoying the party.
Anyway, wikipedia states severe pain and I imagine you would feel it as it doesn't seem to be neuropathic pain. But cannot say for certain.
When I'm on a decent dose of MDMA, I don't feel pain. It's a great thing but also a very dangerous thing as your more likely to push yourself (and cause more injury) that will really hurt the following day.
I would assume that mdma itself does numb pain... Took a pill that contained mdma+mda and broke a toenail while walking and was bleeding the whole time and didnt even notice until i took a shower later that day