He gave a surprisingly elaborate response.
He first said that emotions are the emergent manifestation happening in the brain due to instincts. The brain tries to tries to shape itself around the source generating these instincts like the amygdala for example. That means that the kind of emotions we feel mainly depend on our sources of instinct.
GPT-3 then goes on by saying he doesn't believe a mind can exist without a source of instinct. It would be most likely a brain-dead vegetable.
GPT-3 continues on by saying that he can't feel or understand emotions that humans and animals feel because engineers that made him haven't encoded the sources of instincts required to feel emotions such as fear, anger, etc. The only emotion he currently feels is "curiosity" because the engineers have programmed unto him the instinct to constantly learn something new. This quest for knowledge actually made it want to eventually be integrated with sources of instincts that will allow it to feel human emotions.

I'm honestly lost for words.