Solution: Wacom Intuos Pen and Touch Pressure Sensitivity in Photoshop

So in order to use pressure sensitivity in Photoshop you MUST have Use Windows Ink enabled.

But without it no pressure sensitivity at all and in Brush Dynamics the pen control option just gives you an exclamation mark next to it.

Update: I’ve upgraded one of my machines to Windows 10 and Windows Ink doesn’t seem necessary on that one for pressure sensitivity.