The four different drawing tools are more like default styles of a similar tool. The lack of texture on the pencil for you might be due to the fact that it's preset at a very small size. The texture also shows up more clearly on a dark background.
Above I've labeled all of the different strokes made by the different tools. Each has different default settings for opacity and size based on the tools they're mimicking (sharpie, ball-point pen, pencil, etc.)