We investigate performance bounds for feedback control of distributed plants where the controller can be centralized (i.e. it has access to measurements from the whole plant), but sensors only measure differences between neighboring subsystem outputs. Such "distributed sensing" can be a technological necessity in applications where system size exceeds accuracy requirements by many orders of magnitude. We formulate how distributed sensing generally limits feedback performance robust to measurement noise and to model uncertainty, without assuming any controller restrictions (among others, no "distributed control" restriction). A major practical consequence is the necessity to cut down integral action on some modes. We particularize the results to spatially invariant systems and finally illustrate implications of our developments for stabilizing the segmented primary mirror of the European Extremely Large Telescope.