How I think of it is that feelings are like antennae, an extra sense to understand the world around us. The feelings don't get hurt, but they can sense disruptions on a non-physical plane, like a warning system that we interpret as painful to us, driving us away from those experiences or people. They also sense harmonies that we interpret as safe or pleasurable, leading us to more of those experiences or people.

Trauma and dysfunctional family systems messes with our radars--so we might experience something as a warning that's not actually disruptive or vice versa, we experience something as safe that's actually harmful (why we stay in abusive relationships).

Anyway, my crude theory. . .