I did some quick searches this AM. Seems the topic of splicing O2 sensors is all over on car forums and the answers to the question of splicing are all over the place as well.
Here's a link I found which seemed the best answer:
The hard part to believe is the "breathing through the wire" part but hey, it is Pop Mechanics
Noting the point about an O2 sensor that comes with a plug... perhaps this describes the issue some of us are experiencing.