Oxygen Sensor Problems

Over the last few months I've been getting a SES code for Oxygen sensor bank 1 sensor 3 heater circut, so I thought I'd replace it today over dinner since they were on sale. Well, I was able to break it free easy enough, but it got harder to turn as it came out and when removed i found the top half of the threads were shot. Needless to say I now need to go out and buy a tap to fix the hole. The thing that has me worried though is on the drive back to work sans O2 sensor, no codes were set. Shouldn't my PCM be freaking out as much as I am?

Codes do not say replace senors. The codes only say check it out.
What was the code no?
How far did you drive it?
Are you working on the after or before cat sensor?
Did you clear codes before driving it?
Is everthing stock oem?
Any chips or 02 dummie sensors installed?

1998 Jimmy 4.3L: DTC P0147 refers to bank 1 sensor 3 which is located downstream of the catalytic converter. The description states there is a malfunction in the heater circuit that needs to be diagnosed and repaired, not necessarily replace the sensor.

The OBDII system will void the test on the sensor if any one of several conditions are not met. If the test is voided, the SES (Service Engine Soon) light will not illuminate. So the light not coming on is not surprising.

Thanks for the replies guys.

You're right, it was P0147, post-cat. It was cleared before I removed the sensor. I drove 5km, when no code was set from a lack of 02 sensor I shut her off and then drove another 5 just in case it needed more than one instance to set the code. No chips or dummie sensors, off the top of my head the only mod is a K&N filter. It was more than time to replace the sensor anyway, so i thought i'd start there. Failing that it is probably a moisture problem in the wiring.

So....anybody know what the thread size is on these things? I read somewhere it was 18mm x 16, which looks pretty close, but would like to make sure.

18mm is correct, the larger end of this tool will do the job.
http://www.partsamerica.com/ProductDetail.aspx?MfrCode=PBI&MfrPartNumber=648422&CategoryCode=3482

Hey, great, thanks!