I read a long time ago that in a study of two-week old infants response to touch, the female babies were far and away more sensitive. In most gender comparisons, there are the familiar "two humps" in the distribution of responses, but in this case, the male and female response ranges did not even overlap: the most sensitive male infant was less sensitive than the least sensitive female.
Has this sort of difference been shown in more recent research and with other age groups? It seems to me that it would have to be innate, because two weeks is not a long time to be affected by cultural differences. I would think that this difference would persist with age, and would explain a lot of the difference in how men and women function during sex, or any sort of intimate touch.