The argument for this claim is complex.  There is a quasi-historical story about how the conception of the proper and common sensibles has been transformed over the course of human history and an argument that this story is constrained in a particular way that blocks a reductive interpretation of our concepts of the sensory (the so-called ‘grain argument’).  Nonetheless, Sellars argues that, in the end, sensory states will turn out to be physical states of a very particular ilk that exist only in the context of living organisms.  They are, in the terminology Sellars developed with his colleague Paul Meehl, physical1 but not physical2, where 