Has been following this post for some months, seems MS and ASUS not caring this problem at all.
I have made serval attempts to fix the problem. including reinstalling the touch screen's driver and the pen's driver, none of them help.
I have even opened up the laptop and "replug" the wiring for the monitor (which I guess maybe some connection problem), but still not helping at all.
I am guessing maybe it should be a more like a pen problem instead of the laptop problem (unfortunately I don't have another laptop for me to test the pen) So the simplest solution, get a new pen.
TL;DR: I bought a new pen, happily using now. (edit: same pen or other pen support Windows then ok)