Necropost - just for future info:
Touch sensitivity is for the digitizer - and your finger. It has nothing to do with the electromagnetic layer in the screen that "sees" the pen, but you can make the screen work when you're wearing gloves, which is the problem it's advertised to fix.
If changing the tip doesn't work, pop off the switch cover - there's a sensitivity control in there. (I can't believe that Samsung "we know our phones as well as we know Martian" "support" missed that one.)