This US dental practice reckons that it's not unusual to still be having some sensitivity four weeks after the treatment:
"After scaling and root planing is completed, you may experience slight discomfort around the teeth for several days and increased sensitivity to hot and cold (and sometimes sweets) for up to four to six weeks duration. This is a normal course of healing."
https://www.tampadental.com/home-instructions/after-scaling-and-root-planing/
However the Colgate website states . . .
"If your teeth are sensitive three or four weeks after treatment or you have other concerns, contact your dentist for a follow-up visit."
https://www.colgate.com/en-gb/oral-health/tooth-sensitivity/sensitive-teeth-after-cleaning
I'd suggest following Elliemay1's advice about using Sensodyne Repair & Protect over the next few weeks and then, if the problem still persists, go back to your dentist.