I think he has. in SK, Lea says "I care for you, my son" and harry replies " but you tried to turn me into a dog" and Lea answers " of course. you would be safe and happy then."
that, and Maeve implies strong human emotions- love, food, evil- cause sidhe to become insane; Lea implies on this that its because it causes conflict with thier purpose.
also, it is a pretty good chance based on WOJ that lea was a changleing once, so she has a human memory. its not that she (or mab) dont have feelings, but that they have a very different perspective.