If you aren't running a cat, then there is not a lot of reason for using the O2 sensor. Your car wouldn't have a check engine light. If it was a US model with cat it would have had a O2 sensor light. It should light when the sensor is disconnected for a time.

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Steve Brotherton
Continental Imports
Gainesville FL
Bosch Master, ASE Master, L1
33 years MB technician