Your question is not really about feelings but about epistemic gain more generally. We could ask the same thing about reason itself: how do we know successive reasoned steps are really gains, and in what sense are they?
To answer this authoritatively requires a model of what embodied agency is, and of what we are necessarily after as embodied agents. I wish I knew how to summarize this briefly in a medium response, but until I do, I’ll just have to refer you to Charles Taylor and Velleman. Both books I mentioned present accounts of this nature.