As someone with thousands of jumps from this altitude, I disagree. The VAST majority of 'first timers' I've taken on tandems don't feel much, if any, difference either going up.
Agreed, the first (and only!) time I went skydiving we jumped from 12k feet and can't recall feeling any difference in my conscious state.
Fair enough, I haven't jumped out of a plane, I was basing it on my climbing experience, which I realise now is not a valid comparison, I suspect that it's more noticeable in that context because of the high rate of respiration you tend to get when slogging it up big hills.