Soldering O2 Wriring

If its going to be permanent YES i would solder the joint. I did it in my car with no issues whatsoever. Get some heat shrink, slide it over the wire before you begin. Make the joint using solder, slide the heat shrink over the connection and shrink it down.. Butsplices have a tendency to come apart.
 
Yup. it was about a gauge installation, i didnt see anything about wiring.. Plus im an electrician, for low valtage dc circuits you need a high continuity low resistance connection for proper signal transfer... for a low signal current such as o2 readings to the pcm which register as low as .1 volts, i would never trust a but splice of any kind for continuity......
Voltage has the potential to bridge gaps it is called an "arc" anything involving 12 volts dc is soldered in my vehicle because of the low potential of the electromagnetic force involved in the circuit.
Just two cents from "sparky".