Desensitization training is great if it (a) works and (b) is less bad than the problem it's meant to solve.

(I'm now imagining Alice and Carol's conversation: "So, alright, I'll turn my music down this time, but there's this great program I can point you to that teaches you to be okay with loud noise. It really works, I swear! Um, I think if you did that, we'd both be happier.")

Treating thin-skinned people (in all senses of the word) as though they were already thick-skinned is not the same, I think. It fails criterion (a) horribly, and does not satisfy (b) by definition: it is the problem desensitization training ought to solve.