That's funny. I think their shells are a lot like fingernails. If you think about it, you can feel even a light brush against your fingernail because it is connected directly to the skin underneath it.
I have no idea how sensitive they are. I know they can feel stuff through them though. I wish my tortoise would do that when I clean him. He just gets mad and makes a weird hissing noise at me while giving me the evil eye from inside his shell.