The short answer is: we don't know. To make matters worse, it might not even be an answerable question. The long answer is as follows:
There is no test or dividing line that researchers generally agree on that allows them distinguish between "pain" and "no pain." It's difficult even in humans to determine is someone is in pain.
The lawyer Henry Greely has written: "Pain is a huge question in law suits. Injury law suits, accident law suits, in workers' compensation cases, in disability cases. And we don't have great tests for pain: we know that some people lie, that they say that their lower back hurts so badly they can't go to work, but in fact occasionally a lucky defendant will have a private detective who's got video of the claimant bouncing up and down on a trampoline. But we don't have a good test for it. ..."
I don't know that I see it ever as being plausible that we could say that the pain you're feeling is greater or less than the pain I am feeling.
It's no surprise that there are protracted arguments about pain in non-humans. In fish, we have arguments saying fish do and do not feel pain. The same problem occurs with every species.
We can objectively test whether crustaceans have nociceptors: neurons that are specifically responsive to tissue damage. But there is no clear demonstration of such neurons in crustaceans yet. It is possible that crustaceans do have such sensory neurons, because other arthropods, such as fruit flies, have them.
Okay, so we don't know about the neurons, but what about crustacean behaviour? Even there, there are big gaps in our knowledge and problems in interpreting the knowledge that we have.
There are stimuli that crustaceans avoid. People have applied electric shock, injection of nasty chemicals, and acids on crustaceans. Nobody has yet published research on the behaviour of crustaceans to noxious high temperatures. And that they avoid one stimulus that we normally think of as "painful" does not mean they respond to other stimuli the same way.
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