MPPs used to have a pension, but it was axed via legislation during the Mike Harris government. There was a bit of a scandal about it during the Eves government, because some MPs received huge payouts and then Revenue Canada took issue with what they did. There were clawbacks I believe.
It would be suicide for any Premier to try to reverse this now.
Federal MPs do have a pension, yes. Famously, Pierre Pollievere qualified for it at the age of 32. They qualify for it after 6 years of service, then pension amount grows over time.