It can't hurt. I think this is a good point in time to ask for gaming-centric features, seeing how rapidly the market for gaming peripherals is growing.
I don't think you made it clear enough. For changing sensitivty change the dpi step of your mouse. Or use the driver witch came with your mouse. At least i could imagine microsoft will react like this.
Although the Control Panel Pointer speed slider does not allow settings any finer than that described above, the underlying registry setting allows "+0.5" values between the existing slider positions.
The 11 position slider is mapped from and to the registry MouseSensitivity value:
The Control Panel Pointer speed slider should allow selecting those +0.5 values.