I wouldn't tell them that their sensitivity is due to or related (in that way) to their giftedness - because I (jmo) think that we don't really know that - some people are extremely sensitive, some people are highly intelligent, we know that. We also know that there extreme sensitivities are often found among intellectually gifted individuals - but we don't know (as far as I know) for any given person that their sensitivities are present simply because they are gifted - it could be their sensitive nature is simply that - part of their nature and would have been there no matter what their intellect.
What I *would* do is to recognize her giftedness in figuring out how to help her deal with it based on who she is and how she deals with things. That's where you take into account that she's gifted. OTOH, it's also true in how you would deal with a child who wasn't high IQ but was extremely sensitive - approach it in a way that makes sense for that individual. There are things you can learn and incorporate from knowing how other parents of highly gifted kids dealt with huge emotional sensitivities, but I just don't think that you can say she's sensitive simply because she's gifted, and that's not something I'd want to tell my child.
BUT - that's just me

polarbear