I believe Epicurus and the ancient Epicureans were firmly rooted in physical reality. When you say "concepts" I hear "Platonic ideals that exist outside the physical world." And the word that he uses is consistent for pleasure - hedone - although different words for pain are sometimes used to juxtapose against pleasure.
I think the issue here is that I distinguish firmly between "ideal forms" which are a fantasy that does not exist, and "concepts" which is basically a definition or a picture in our minds or other product of rational thinking.
I think that concepts are what Diogenes Laertius is referring to when he says (Bailey):
Quote[33] The concept they speak of as an apprehension or right opinion or thought or general idea stored within the mind, that is to say a recollection of what has often been presented from without, as for instance ‘Such and such a thing is a man,’ for the moment the word ‘man’ is spoken, immediately by means of the concept his form too is thought of, as the senses give us the information. Therefore the first signification of every name is immediate and clear evidence. And we could not look for the object of our search, unless we have first known it. For instance, we ask, ‘Is that standing yonder a horse or a cow?’ To do this we must know by means of a concept the shape of horse and of cow. Otherwise we could not have named them, unless we previously knew their appearance by means of a concept. So the concepts are clear and immediate evidence. Further, the decision of opinion depends on some previous clear and immediate evidence, to which we refer when we express it: for instance, ‘How do we know whether this is a man?’
Now I know that we debate whether the word used there should be "concepts" as Baily does it or "preconcepts," but regardless of word choice here I think this description involves considering something and forming an opinion about it, and this is a process that very definitely does happen. It's also a process that I don't think anyone argues is the same as Plato's ideal forms.
So I would say that conceptual reasoning based on concepts is an important part of Epicurean philosophy, and that just as "man" can refer to men in general, or to John Brown of Virgina, "pleasure" can refer to pleasure in general or it can refer to a particular feeling in a particular context. Yes, the reason that it makes sense to refer to a particular feeling as pleasure is because we feel it to be pleasurable, but it is also valid and important to abstract into the single word "pleasure" all possible examples of pleasurable feelings so that we can discuss pleasure conceptually and understand that it is "Pleasure" and not divine will or ideal forms that constitutes the highest good.