I agree! I cannot make my tail bone touch my saddle even if I try. Are you perching too far forward on it? You did right to change from the wider saddle as that pushes you forwards on the seat and therefore putting your tail bone closer to it.
If your shoulders, knees and feet are all in a vertical line with your pedal in the forward position, I cannot see how you could have your pelvis tilted upright enough to do this, it has to be tilted slightly forwards and that should lift your coccyx (lets be technical) off the saddle.
Now, some people do have a forward pointing coccyx and maybe you are one of those? Even so, I am sure that a propper bike fit should sort out
Please have a sit on it and look where you are on the seat, where the rest of you is in relation to it etc.
I am intrigued.