Metal films perforated by nanoholes constitute a powerful platform for surface plasmon resonance biosensing. We find that the refractive index sensitivity of nanohole arrays increases if their resonance is red-shifted by increasing the separation distance between holes. However, an additional sensitivity enhancement occurs if the nanohole sensors are manufactured on low index substrates, despite the fact such substrates significantly blue-shift the resonance. We find a approximately 40% higher bulk refractive index sensitivity for a system of approximately 100 nm holes in 20 nm gold films fabricated on Teflon substrates (n=1.32) compared to the case when conventional glass substrates (n=1.52) are used. A similar improvement is observed for the case when a thin layer of dielectric material is deposited on the samples. These results can be understood by considering the electric field distribution induced by the so-called antisymmetric surface plasmon polariton in the thin gold films.