Vipassana on arupa worlds S. N. Goenka in Why Vedana and What is Vedana? says:


  It is clear that vedana as a part of the nama that is firmly rooted in kaya is what the Buddha wanted us to focus on when he talked about meditation to eradicate suffering. This is also the reason why brahmas from arupabrahmaloka cannot practise Vipassana and why the Buddha could not give Dhamma to his past teachers of arupa jhanas (seventh and eighth jhanas/dhyanas). In the fifth to eighth jhanas, jhanas the mind is set free from the body and thus there is no experience of vedana. Therefore, these brahmas lack rupa and cannot experience body-sensations. Hence, the practice of the awareness of vedana is not possible for them and they cannot walk on the path of liberation. 


Likewise another paper (The Importance of Kaya-samphassaja-vedana in Vipassana Meditation) states:


  For a person like the Buddha, access to these [arupa] worlds was not impossible, nor was it impossible to communicate the teaching mentally to beings of these planes of existence. However, the fact that these beings in the arupabrahma-loka do not experience bodily sensation prevented the Buddha from teaching the Dhamma to them.


(Both papers are collected in the book: The Importance of Vedana and Sampajanna published by the Vipassana Research Institute)

So, the Buddha didn't teach Vipassana to arupa worlds's inhabitants because they cannot feel sensations: is this claim generally accepted in the Buddhist world, at least among the Theravada?

By the way, living in an arupa world would imply in my understanding that it is possible the arising of a mind consciousness (manovinnana) without a physical sense base (such as our heart base or hadaya-vatthu): is this assumption correct?
In the arupa worlds you cannot hear the Dhamma as you do not have this faculty, also the mental process is too subtle making it not possible to meditate on it. But if you have experiences even the 1st state of sainthood you can progress from here to the final goal. 


  By the way, living in an arupa world would imply in my understanding that it is possible the arising of a mind consciousness (manovinnana) without a physical sense base (such as our heart base or hadaya-vatthu): is this assumption correct?


My thinking is also that the heart base does not have a physical associated location in the arupa realm as there is nothing physical or corporeal here.

In addition, in the brahma world as you quoted you to not have physical sensation relating to the elements but sensations are present in the arupa cittas. See 121 cittas in Abhidhamma.