2nd O2 sensor on Euro 5+ (Aprilla sx 125) with Arrow slip on

The Arrow manual for the SX 125 says to leave the second O2 sensor unplugged. I am worried this will trigger a check engine light or cause issues with the ECU on my euro5+ bike.
Has anyone run this setup with the sensor unplugged, or is welding an M12 bung for the sensor the better option? Looking for experiences with similar setups.