After all of the testing I have done, in my situation, sensitivity is not the problem with the SDS200 + outdoor antenna combination. The problem for some including myself, is interference from nearby frequencies. This applies to AM air, but also to everything else. It even happens with 700/800 MHz digital systems, you just don't hear the results there. In fact, you might just not hear anything because the control channel can't even be decoded properly due to interference, or you may have sporadic reception, depending on whether or not a nearby frequency is transmitting. If you don't have a Unication G4/5 or a Moto radio around for a control, you might not ever know what all your are missing, or not missing.
If you don't have issues with interference in your situation, you will likely be quite happy with the SDS200 in all bands. The problems caused by interference are most noticeable on AM air, where a station transmitting on a nearby frequency can cause major issues on your target frequency's reception. Issues can include noise, apparent weak reception, and worst of all, audio bleed-over with AM air. I can be listening to air to air chatter and it sounds pretty darn good...until a nearby frequency transmits and I can hear audio from both frequencies at once along with noise, or in some cases I just get greatly diminished reception. The root cause can be easily verified by monitoring a second scanner for transmissions on nearby frequencies. This is a problem I never saw with my good heterodyne receivers. As others have stated, the hardware filtering used with the SDR chip in the SDS scanners doesn't do very well at preventing interference from transmissions on nearby frequencies. It's just the nature of the hardware. Filters introduced in firmware have helped, as can IFX and attenuation, but degrees of success using these counter-measures varies by user / situation.
Adding more antenna gain may not help, and could make matters worse. You might actually find that lowering that antenna will yield better results. I'm about ready to put up a dedicated SDS200 antenna mounted lower than my primary discone. Recent testing showed that this will likely work better for me in a few important areas. Once I do more thorough testing I will share the results.
The SDS's are the best digital scanners ever made, and the only LSM-capable scanner ever made. As a bonus, they can monitor VHF / UHF analog stuff. I think that makes them pretty darn cool devices, regardless of everything else that I said in this post. Some will say they are perfect and amazing (in their situation), and a few like myself say the are imperfect and amazing (in our situations). Some hate them enough to return them. This will vary by person / their needs / situation. Personally I don't do any serious analog with the SDS's. I recommend keeping a BCT15X around for base analog, and a BC125AT for when you are on the go. I know that some bristle at this idea, but serious hobbyists have been using multiple scanners together forever and this is nothing new to them. It's an expensive hobby full of challenges, and conquering those challenges is part of the fun. Enjoy.