"However, I have to take issue with the comment on the "wire to breath" for the sake of all who read these posts. You comment has no basis in fact or current knowledge. Soldering is a proven technique to reduce the potential for increased resistance caused by crimp style connectors and the associated issues of corrosion, etc."

I'm compelled to take issue with that comment (for all who read these posts) to show that there is actually a lot of current knowledge about how the O2 sensor gets its "reference air" and how to splice sensor wires.

Because the Oxygen sensor is constantly comparing the Oxygen in the exhaust stream with air outside the engine, a source of outside air is essential. Soldering the stainless steel wires is generally not advised, when the question is raised. I believe that's why "Universal" O2 sensors come supplied with crimp connectors for splicing.

Google searching turns up many sources to back this up.
Here are a few...

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STEP 4:
A) On universal sensors where heat-shrink tube(s) are already installed: insert just striped portion of wire(s) into crimp terminals of new sensor and crimp the terminals
B) On universal sensors where heat-shrink tube(s) are not installed: insert just striped portion of wire(s) into crimp type "butt" connectors (approx. 1/4") and crimp.
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You should never solder a O2 sensor wire because the sensor "will breathe" through the cable. The acceptable method of splicing or repairing O2 wiring is with crimp connectors. This information was from Bosch Technical Staff in Europe.
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Oxygen sensors compare the oxygen content in the outside air to the oxygen content in the exhaust. The outside air is brought into the sensor either through a vent in the sensor housing or through the wiring connector itself.
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If you are replacing the O2 Sensor with a universal replacement sensor, you'll have to splice the factory connector plug onto the new sensor. ... DO NOT solder the connectors onto the wires. They must be crimped on for the O2 sensor to work correctly. For the sensor to work correctly, it must draw clean air down to the sensor through the air gaps in the stranded wire. If you solder the wires, the solder will fill the air gaps in the wire and the sensor will not work correctly.
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Many older sensors have a vent hole in the side of the sensor for reference air. These could easily become plugged with mud or splattered squirrel parts. For this reason, newer sensors "breathe" through their wire connectors, allowing air to travel between the wire and insulation. Grease in these sensor connectors can cause the reference oxygen to be lost.

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Bruce Young, '93 940-NA (current), 240s (one V8), 140s, 122s, since '63.