According to the wiki,
While the technique can be extremely beneficial, attempting to use multiple clones for training purposes can be mentally harmful to the user, as not only is all the experience collected by the user, but so is all the mental stress from training each clone
Now, when a clone is destroyed, there must be some mental stress involved. So does Naruto (or anyone else) feel anything when their shadow clones are dispersed?
Nothing has been shown to indicate this (at least in the anime). I was wondering why this would not be applicable.