is a well established phenomenon, unless there have been some breakthrough studies in recent years I'm unaware of it has never been confirmed in a mammal and from this data we cannot conclude that magnetoception has been confirmed in mammals; more study needs to be done. As for why humans could not
have it there is no reason, should not
have it is that we haven't seen any evidence for it nor any evidence that similar related species in our evolutionary lineage have the trait nor an explanation of why it should evolve in our history.
Also the whole "five senses" thing is a myth, it's closer to 15 in humans depending on definition