Difference between tendency of benzene and thiophene to undergo sulfonation
In the chapter Aromatic five-membered ring heterocycles with one heteroatom in Organic Chemistry by  J. William Suggs (2002) the following explanation can be found (pp. 403-404) which summarizes the thoughts already pointed out in the comments:


  The resonance stabilization energy of benzene is greater than that of these heteroaromatic compounds.
  The order of aromaticity is benzene > thiophene > pyrrole > furan.
  
  […]
  
  All three of these ring systems undergo electrophilic aromatic substitution and are much more reactive than benzene.
  In part, this reactivity difference arises because the rate-determining step in electrophilic aromatic substitution is the first step, which breaks up the aromatic $\pi$ system.
  Since thiophene, pyrrole, and furan have less stabilization to lose than benzene, the intermediate is lower in energy and the overall reaction proceeds more rapidly.
  
  […]
  
  All three of these heteroaromatic rings undergo electrophilic aromatic substitution, preferentially at C-2. 
  The reactivity order is pyrrole > furan > thiophene because of several factors, including the electronegativity of the heteroatom and the resonance stabilization of the aromatic ring.