My '04 does it every time I go through the diagnostics.. I think I tried the HEC test the first time when I had less than 1k on the odometer.. I don't think it actually indicates the sensor is bad, it indicates that the cluster isn't receiving the correct signal from it.
Unless you're having a problem with your oil gauge, or your check engine light is on for that problem, I wouldn't worry about it. (Unless you're like me and just itching to fix something.)