Sorry, this is not an answer, but an explanation that I feel something similar.
Since very young I have been able to feel the electricity. As a teenager I was learning to use electric typewriters (yes, I am that old), and the sensations in my arms where uncomfortable; in fact, touching the typewriter I could say if it was turned on or not. I can sense if a battery is charged or not by touching both poles with one hand. For me it is very uncomfortable to use any type of headphones. I prefer to answer the cellphone in speakers, so I don't need to put it on my ears... the sensations in my head and my hands are borderline painful.
I don't think we feel the electricity, per se, but we feel the charge that electricity left around. As many of you, I have been looking for medical or scientific explanations about those sensations. But so far the only they talk about are electricity shocks or static shocks; which isn't my case because it is not a shock, it is a continuing sensation as long as I hold the turned on electronic.