In some ways, the tactile sensations of the One-tailed and the vicarious experience of the Nine-tailed Fox were shared. Essentially, her current state was somewhat similar to that of Jiang Qiu and Snow back then. Oh, actually, it was even deeper, because all five senses were shared.
So, when Jiang Qiu pinched the One-tailed's face, it was the Nine-tailed Fox who felt it. However, since her most fundamental Soul was still in her own body, she felt as if the One-tailed was diluting her perception, which made her a little unhappy.
Of course, Jiang Qiu didn't know any of this. He was just playing around and only stopped after the One-tailed's already pink and tender cheeks turned a shy, rosy red.
He came to a conclusion: this One-tailed's sense of touch was completely normal. She was practically like a little girl from the Human Race, not some illusion.
