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They kinda do!

If you place migratory birds in a big round cage, they show 'Zugunruhe[0]', or migratory restlessness: they jump and flutter in the direction that they would be otherwise be migrating if they were out in the wild. Rotating the magnetic field (e.g., by putting magnets around the aviary) also rotates the direction of their Zugunruhe.

No one totally understands how this works, but the magnetic information is thought to be 'overlaid' on other sensory information. One candidate pathway involves a light-dependent pathway in the retina. When a cryptochrome absorbs light, it generates radical pairs that affect how visual information is perceived[1]. This could give the birds something like HUD which displays magnetic field lines on top of the visual scene. Consistent with this idea, birds can only orient to magnetic fields under certain colors of light, with the color varying a bit from bird to bird[2]. It's almost as if the colored light washes out the HUD.

There's another parallel pathway involving bits of magnetite in the beak[3,4]. These signals flow through the trigeminal nerve, which carries a lot of different signals; it would not be impossible for this to manifest as "pressure", as it carries touch/somatosensory information in many animals.

[0] Ethologists love German and this word captures my lockdown feeling so very well. [1] https://www.sciencedirect.com/science/article/pii/S000634950... [2] https://www.nature.com/articles/364525a0 [3] https://www.sciencedirect.com/science/article/pii/S000634950... [4] https://royalsocietypublishing.org/doi/10.1098/rspb.2009.005...



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