I haven't seen anything in settings either @BrunoMaster
As a test I left my s pen out of my Note 9 for 10 minutes a d left.it dormant.
It still worked and didn't go onto anything like a standby mode.
It maybe an idea to have the s pen checked out at a Samsung Service Centre or ask the original seller to swap it out.
I wish you all the best with this situation.
Daily Driver > Samsung Galaxy s²² Ultra 256Gb in Phantom Black.
The advice I offer is my own and does not represent Samsung’s position.
I'm here to help. " This is the way. "