Yeah the oil sensor is under the full pressure of the oil pump. So it could spray all over, but sometimes depending on the condition they can leak or seep oil too. If you see oil all the way down your engine block it's your valve cover gaskets. Keep in mind that the front valve cover has a recall on it. A way to see if your oil pressure sensor is leaking is to start the engine and get into a position where you could look directly at it. If it is leaking you will see it.