Over-the-air federated learning (FL) leverages the superposition property of multiple-access channels to enable communication-efficient distributed model training. Existing integrated sensing, communication, and computation (ISCC)-enabled over-the-air FL systems typically require dedicated resources for the sensing module, inevitably compromising FL performance due to resource competition. In this paper, we propose a sensing-native over-the-air FL framework that explores built-in distributed wireless sensing capability with zero overhead per model aggregation. Specifically, the high-dimensional local gradient signals possessing favorable autocorrelation property are concurrently leveraged for target distance estimation, while the gradient statistics already required for over-the-air FL serve as a ready-made gateway to deliver locally-sensed results to the edge server for cooperative localization. To combat inter-device interference, channel fading, and communication noise, we put forth a robust trilateration-based target positioning method building upon an efficient matched-filtering-based distance estimation. Then, by explicitly characterizing the impact of imperfect model aggregation and noisy gradient-statistics transmission on the sensing-native over-the-air FL convergence, we develop a statistics-aware communication-learning co-design approach. We first derive the closed-form optimal power budgets allocated to local gradients and their statistics, based on which an efficient successive convex approximation method is proposed for receiver beamforming optimization. Simulation results show that the proposed framework simultaneously achieves superior learning and sensing performance compared to representative baselines.