The example with gravity is interesting indeed. We have only acceleration sensors behind our ears, but our body notices the pressure of the body tissue pressing down towards the gravity. And obviously, we also feel gravity when moving.

However, the difference to magnetism is, that we frankly don’t have any contact with magnets during our evolution - except for the earth’s magnetic field.

Even if we are able to sense it, it’s definitely far from being able to reliably feel it like we do for gravity.