It doesn't have to be a primary physical sensation coming from your nerves for you to experience it. Note that you are always aware of the things near your face causing this sensation via other senses or intentions.

Also, humans don't have a specialized parietal eye and the pineal gland in a primate is buried deep within the brain by the growth of the cerebral hemispheres up and around it. If anything it's slightly to the back. Still probably has photoreceptors but they are not capable of any directionality and any light that got there would need to pass through several inches of scalp and skull and brain. I'd believe that the half a dozen or so cryptic rhodopsins recently discovered expressed throughout muscle tissue had something to do with response to light in a human sooner than that.