I have this same problem and what I do is give it a good daily massage and you must stretch those relaxers, I just bought the hair balm from growthspecifics because it has sulfur and peppermint to stimulate, I also deep condition weekly and I also do an herbal rinse made of fresh herbs, My scalp was the same way when I was Natural and when I became relaxed but since I have been doing that it feels alot better, but my head always get sore from time to time, but when it feels like this, It is telling me that I am doing too much or not enough for my scalp care.
Make sure that you base youe scalp too before doing your relaxer that is very important, I make sure to do it on the spot that is sensitive I rub Vaseline on it really good.
But if it gets too bad go see a derm, I also have been under alot of stress so I have upped my B Complex Vitamins and Vitamin C.
Good Luck to you and I hope your scalp feels better. I know for me it has nothing to do with being Natural or Relaxed it is just how my scalp is, could be other proudcts too ie. shampoo, hard water, treatments etc.