A quick comment building on Carl's answer:
While - as Carl says - PA does not prove
$(*)\quad$"For all $n$, $I\Sigma_n$ is consistent,"
I believe PA does indeed prove
$(**)\quad$"For all $n$, PA proves that $I\Sigma_n$ is consistent"
just by checking that the usual proof goes through in PA with a bit of care re: how we talk about models, which PA can't actually directly handle. This is of course a nontrivial task; I'll put in a reference to it when I have time to find it (but see below).
These two facts aren't in contradiction: perhaps surprisingly, theories rarely prove that provability implies truth!
Above I kind of punted on the issue of whether $(**)$ is in fact true. It is however quite easy to show that $(**)$ is plausible, as follows:
Define a sequence of theories $(T_i)_{i\in\mathbb{N}}$ recursively as $$T_0=PA, \quad T_{i+1}=T_i\cup\{Con(F): F\subseteq_{fin} T_i\}$$ (where "$X\subseteq_{fin}Y$" means "$X$ is a finite subset of $Y$"). Let $T=\bigcup_{i\in\mathbb{N}}T_i$; then $T$ is recursive and (by induction) sound. But clearly $T$ proves that $T$ proves the consistency of each of its finite subtheories.
- Incidentally, the soundness of $T$ can be proved from the soundness of PA (in an appropriately weak base theory). So the "soundness strength" of $T$ is no greater than that of PA.
So even before we check whether the specific theory PA proves its own reflection, we can quickly show that a theory "very similar" to PA has this property. In particular, no "coarse" argument will show that PA doesn't prove that PA has the reflection property.