If yes, why this is not mentioned at all in its datasheet?
It is possible to realize RC touch sensing on STM8S005C6.
Within STM8S family line we propose software solution (without any special HW) thus it is not mentioned in the datasheet. For stm8s there is RC (resistor-capacitor) acquisition library prepared, available here. There are ready examples for STM8S207, but you can easily tune it to your MCU.
Another example could be demo software for STM8S-Discovery board (with STM8S105C6) where there is one touch button. STM8S005C6 has the same peripherals set like STM8S105C6 so it would be much easier to migrate your code.
A better question is: does your code support touch sensing?
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