Why would a CEL light not come on?

[TweekedGT]

I supposedly have something wrong with my upstream O2 sensors. They are not showing any voltage even after I changed them. Why would a check engine light not go on? If there is a problem should it not go on? I'm just concerned I may have an ECU problem.

 

[blackfang]

How long did this last? Maybe it hasnt lasted long enough to trigger it, or the Malfunction Indicator Lamp isnt working.