Thats fascinating. It's almost as if this part of the body, that is missing ,is unable to leave, and exists in it's attachment to the rest of the soul, which is contained in the remaining physical parts. Of course the mind is capable of creating things that arn't there, as in halucinations, but that is visual. These are actual sensations.
It could also be a trauma defese mechanism, wherein the body can't accept the nature of the injury and remembers all the pathways or sensations, that having the limb ,used to be like.
Personally, I hope my top theory is right. But if it is, then that means, if we do have a soul, without a physical body, then it might experience pain regardless of matter. that's scary. On the other hand, maybe it is happening, only as a result of still being attached to the physical plain.
So is this coming from the brain, without the nerves sending a message? If so, then being decapitated might release the whole of the spirit, from the course matter world, to the fine matter.
I guess we'll find out sooner or later, but for now, I'd like to keep my head where it is.