It's not a hard question to answer. Animals, especially mammals, are very similar to us in just about every way. They can think and feel, they have emotions, they can get frustrated, upset, happy and sad. They probably don't experience more complex emotions like we do, like greed or jealousy, but they do have a broad range of sentience.
So if you feel like you would not want to be trained with a shock collar, then it's a given that animals wouldn't either.