Most likely Voldemort could feel when a Dark Mark was touched, but did not have one himself. That was why he used Wormtail's Dark Mark.
He would not mark himself with the Dark Mark, because he is not a Death Eater. He is the Dark Lord, and he sees himself as above any and all others, a separate entity. He would enforce his law upon the Death Eaters, and anyone else he could, but he himself was above even his own laws.
He felt no connection with the Death Eaters other than a means to an end, useful tools to achieve his goals.