I'm also seeing this issue and in my case, it's on Autodesk Sketchbook Pro 7 witch I'm trialling for 15 days (haven't tested Photoshop yet). It´s less severe than what Brad showed in Photoshop but it's there. The Surface App shows similar symptoms.
It seems to happen only on pressure release. By this I mean that the beginning of the stroke is fine but at the end of it, when you soften the pen pressure, the size of the brush decreases jumping over several levels, appearing to only have registered a handful
of key pressure levels, having ignored hundreds of levels in between.
I don't experience this at all with Clip Studio Paint/Manga Studio 5 or Mischief (the later having another problem, probably software specific, or wintab specific I still don't know) and Sketchbook seems to apply a bit more anti-aliasing so it's a bit harder
to see than what was shown in Photoshop.
(sketchbook screenshot follows)
(clip studio paint/manga studio screenshot follows)
I don't plan on returning the Surface Pro 4, far from it, but this is still problematic because I don't know if this is an issue with the pen, the software or the combination of both, so I can´t really decide to buy the software I'm using in trial right
now. And also not being able to use Photoshop to draw is... not alright, to say the least.
So I'm hoping Microsoft solves this in some way. The Surface Pro is awesome on it's own, but it's the pen that makes it perfect for me.
(sorry for the typo on "beginning", english isn't my native language :p)