No one said infants experience pain of sense. Just that they are not glorified and do not experience supernatural beatitude. It is perfectly reasonable to expect infants to be given a natural bliss amid their pain of loss as a result of not being baptized. In this way they are under the protection of God because they do not experience pain of sense and yet are not glorified with the saints either.
In this sense God accepts the “innocency of infancy” not because they are counted to be free from all guilt and taint of sin, but because they have not committed personal sins.
2 Kings 21:16
“Moreover Manasseh shed innocent blood very much, till he had filled Jerusalem from one end to another; beside his sin wherewith he made Judah to sin, in doing [that which was] evil in the sight of the LORD.”
This demonstrates that the term innocence usually means innocence in regard to a specific sin or relative innocence in comparison to the very wicked. In this sense infants are innocent since they do not have personal sins. This does not however mean that whenever they die without baptism they just go to the supernatural blessedness of heaven as glorified Saints.