The whole paint "feel" think is partly the paint and partly the metal underneath it. If you put two steel plates in front of someone, and one is 1/32 thick while the other is 12 inches thick, then have them drag their hand across the surface... They would be able to tell you which one was thicker. The thicker plate has a (slightly) different reaction to touch, plus it transfers heat away from (or into) your hand at different rates. In general, feeling things is mostly voodoo and nothing something that can be easily explained.