Every character needs their own sensitivity. Think of it this way, not every character has their own aiming style. Moira, Zarya, and Symmetra are tracking heroes. McRee and Widow are flick characters (usually depending on style) and Rhein swings a hammer. All of these characters have different aiming types.

Then look at two snipers Ana and Widow. Widow is all about pop shots. Ana is all about hitting multiple shots in quick succession so more like tracking but quick tracking. Neither of those should have the same sensitivity.

Genji and Tracer need fast sensitivity because of how much they move around.

Whoever told you to have the same sensitivity is wrong and probably bad.