I dont have those Touch feedback settings for some reason.
On a side note, how are you drawing on screen shots? When I try to edit in the Photos app, there is no option for that.
Unless you are not taking a screen shot and you're, instead, using the double click feature on the pen to send to OneNote.
In that case, I would also like to report that my OneNote does not come up when I tap my pen. So I am curious as to how you got a hold of that picture if you're having the same problem.