Yes, fish are able to sense the changes in pressure. Bodies of water will have hydrostatic pressure, but the pressure is greater than it is in the air due to the higher density of water. The most important thing to be aware of is that the atmosphere pushes down on the water, and a change in atmospheric pressure will be transmitted into the water below it. This will lead to a change of pressure in the water.
Most people might think that the ice barrier would prevent atmospheric pressure changes from occurring below it, but this is not the case. The ice itself is being pushed down by atmospheric pressure, and these air pressure changes will still be transmitted through a layer of ice.
Fish are actually really sensitive to hydrostatic pressure, and they are able to sense it through their air filled swim bladder and lateral line organ. Due to this, they will sense even the smallest of changes in pressure, and these changes can massively affect their behavior. So, even when you are ice fishing, the fish will still respond to the changes in pressure.