Why is Erza able to feel pain during Kyouka's fight?
According to Wikipedia, pain isn't one of the traditional senses. It's marked under non-traditional senses.

I think that's the reason pain is NOT stolen together with tactile perception (well, I thought, before I looked deeper, pain is connected to the touch sense, but it seems not).

Traditional senses:


Sight
Hearing
Taste
Smell
Touch


These are 5 base senses (for more info, view this article). As you can see, pain is not listed. But there are others like:


Balance and acceleration
Temperature
Kinesthetic sense
Pain
Other internal senses


As you write, 


  she can curse to increase Erza's sensitivity to pain


but then 


  she remove all 5 senses from her in other curse.


Pain is not a base sense.