From a technology point of view, due to the way the S Pen works, it should not require calibration
In laymen's terms, think of capacitive touchscreens, which do not require calibration, the first reason is because capacitive touch sensors always have auto calibration, the second reason is that your screen is divided into multiple rows and columns, so even if a measurement is wrong by 10%, that 10% over a small area is not really noticeable
With the old resistive touchscreen technology, calibration is required, because the screen is one gigantic resistor and 10% error in measurement means a error that is as big as 10% of your screen size. Also resistive touchscreens are constructed with two layers and these layers get bent, and wear out over time.
The S Pen technology is elecromagnetic, and it also sort of uses multiple rows and columns ("Under the tablet's surface (or LCD in the case of the Cintiq) is a printed circuit board with a grid of multiple send/receive coils and a magnetic reflector attached behind the grid array."), thus, it is similar to capacitive touchscreens in the sense that measurement errors are usually unnoticeable by the user.
Thus why nobody implemented calibration
If I were you, I'd exchange the phone for a new one if possible.