The reason it set a check engine light is because it detected a problem in the o2 circuit, it doesn't mean it was using it's input, but it still monitors it's operation. If you ever watch an o2 sensor before it's in close loop it's always on higher voltage like 700 millivolts and as soon as it goes into closed loop you'll see it jumping 100 to 900 a million times a second. Yours set a check engine light because it was most likely sending a stale signal back to the ecm, in other words it was either stuck at one voltage, which will set a code no matter what. Remember a check engine light is just a helper it's not the gospel.