Yes, I mean heated o2 sensor, you should have heated o2 sensor too. 2 white (heater coil) and one black signal wire. One white should be +12 V and th eother white is grounded(remember this is when engine is running) The black wire is signal wire which use the case(of o2 sensor) as a ground. You can do bench test by take the o2 sensor out and put 12 v ( I used battery terminal ) and in just a few minutes you can feel the sensor is hot. I would do the current draw test too.
If you look at this diagram, you'll see what i mean.

http://www.autolib.diakom.ru/CAR/Mercedes-Benz/1988/300TE/WIRING%20DIAGRAMS/3160.pdf

Left corner bottom, under ovp relay
Like I said, I too suffer from drop MPG, got a new o2 sensor but no fix until I did the o2 sensor test and found no 12 V for heater coil which led to another more test.