sir huggy

just fitted magnex downpipe,the new pipe had 2 threaded holes in it
the one at the very top i didnt need so i made a blank and welded it up,the second one further down i needed to use but the sensor thingy didnt clamp up correctly on investigation i found the standard exhaust had a seat for it to seal on, the magnex just had a straight through hole which i had to blank off for now,any way the question i want to ask is is it safe to run with it disconnected and what does it do?seems ok with out it but would like to understand the workings of it all ....buy the way the jobs
not easy? MY94 wrx import