A lot of sensitive kids have hard times transitioning from one activity to another, and especially when they will go into an environment where it is unpredictable. Even though it is very laid back from an adult perspective, for a child who is sensitive, it can be a bit overwhelming. That said, unless he is totally miserable (and as you said, he enjoys it when he's there - he's probably experincing a type of anticipatory anxiety rather than disliking the actual class), learning to deal with this may be a good thing.
I cannot stand a lot of loud random noises. I also know when something is out of place even if it is just a gum wrapper on the floor that has moved. My FIL ( who is at least as smart as I am ) has had panic attacks in Malls to where he had to run to get outside. Neither of us got help with our emotional responses when we were younger, so its kind of hard coded now.
Mr W showed some issues with this early on. As a result of this, to head this off, we've deliberately taken Mr W to Malls and to Sports venues to get him used to lots of noise - starting out when there were not a lot of people to full on crowds. He had an issue or two early on, and we would leave, but he tolerates it just fine, now, and really enjoys hockey and football. He even sat through Dinosaur Live (he got overwhelmed once, so we left, then went back in..)
Mr W does have some funny things like wanting things in specific order or people to do certain things. We tolerate it if we do not already have plans. If it is a problem, we interrupt him and talk to him, take him outside, etc.
The big thing is for him to see his emotions coming, come up with a plan to manage it, then choose to re-engage. A little bit later he needs to learn how his reactions impact others around him. And then a bit later, how to use those feelings to perceive the same in others and then manage them.
Sensitivity is not a bug, it is a feature. Most people are rocks when it comes to perceiving the world around them. Being hyper-aware is just another gift to be valued and shaped.
