Yeah WP has never had haptic feedback for the keyboard. You are probably referring to the sound when you tap on a key. Go to settings > ringtones + sound and make sure the option for "Play sound for keypress" is enabled.
i could almost swear it had this feature. then after i factory reset the phone for a different reason, i didnt notice it any more. now i wish it was back so i can text like a ninja
it is possible i dreamt this (by your replies thats how it looks)