Yes, the blue eyes are more sensitive to the sun than the brown eyes. It is the color of blue that has more wavelength than the brown one. Thus, when you choose the colored contact lenses, you should take this into consideration besides the beauty in the color. You should take care of the protection for the eyes.
It is true that blue eyes are more sensitive to the sun than brown eyes. Because the people with lighter colored eyes are more sensitive to the light than people with darker colored eyes. We all know that blue is ligher than brown, thus the blue eyes are more sensetive to the sun than brown colored eyes.