I have been thinking about that too. What might have been happening is that the O2 sensor after some time would come within the proper operating range.

This is what I think happened.
1. Engine is cold and runs on preset values until it is warmed up sufficiently.
2. When engine starts to run on sensors the O2 sensor was not warmed up enough yet to give a proper signal. Therefore engine ran bad.
3. O2 sensor came within proper values before setting a code.

That is the only way I can explain it although I had it running for at least 10 minutes on the scanner and it did not set a code then. My check engine light does come on when I turn the key on so it is working. I am not worrying about it for now. I'll keep an eye on my milage, but I could have a faulty computer.