A single word for a person who doesn't know or feel the difference between pain and pleasure?

Solution 1:

One who can endure pain and hardship without showing one’s feelings or complaining is said to be "stoical" e.g. "A stoical or phlegmatic kind of person often underestimates pain or pleasure".

stoic implies an apparent indifference to pleasure or especially to pain often as a matter of principle or self-discipline.

  • He was resolutely stoic even in adversity.

That said, I think it fills the blanks: "He is a stoic, it's futile to torture him"

One who can't feel any pleasure is said to be "anhedonic".

anhedonia a psychological condition characterized by inability to experience pleasure in normally pleasurable acts

  • An anhedonic mother finds no joy from playing with her baby.
  • An anhedonic football fan is not excited when his team wins.
  • An anhedonic teenager feels no pleasure from passing the driving test.

One who can feel neither pain nor pleasure, or can't tell the difference between them suffers from a serious affective disorder or a neurlogic disease. In the latter condition, affected individuals are unable to feel physical pain due to mutations in a specific gene.

Solution 2:

Possibly insensate

insensate adjective:

  1. lacking sensation or consciousness

2. insensitive; unfeeling

  1. foolish; senseless

synonyms for 2nd sense: unfeeling, hardened, indifferent, insensitive, thoughtless, stolid, thick-skinned, obtuse, inured, imperceptive, impercipient, unperceiving

(Collins Dictionary online)