I had the same thought -- what is it about hormones that make feelings?
A hormone in the brain is analogous to a global variable in a computer program. A useful way to think about emotion hormones is as neurotransmitters not local to synapses.
There's nothing special about specific hormones that make them integral to or specific to feelings. That is, there's nothing about the molecule for a pleasure hormone that's pleasurable. The molecule is arbitrary. It just needs to match the receptors that translate it into the action potentials in nerve cells.
To emulate, say, a pleasure hormone in a computer, we declare a variable, name it "iDopamine" which is incremented when images of pretty things are detected, decremented over time, and is used by routines which detect and register it and alter behavior and remember it. Make sense?