OK guys, to be more specific, the Dorman tech I spoke with said they had some issues with a batch of sensors not going into sleep mode.
Basically they were active just sitting on the shelves, allowing the batteries to die.
This is why they offered to send me two replacements.
As for training out of the box, placing a magnet on the sensor wakes it up, I lightly tapped the new sensor with the magnet for about 30 seconds and that seemed to wake it up.
I can verify it did go back to sleep mode after 10 minutes, as I was not able to leave for the tire shop right away after it trained.
When I started the Jeep to go to the tire shop, it said the sensor was missing again, all I had to do was put the magnet near it right there in the seat, it began transmitting and the EVIC picked it up again (showing 0 pressure).
Also verified the sensor transmitting by magnet activation via the EVIC tpms diagnostic screen, without the magnet it was not transmitting, placing it on the magnet activated it.
The Dorman sensors have pressure, magnetic, and motion activation switching for battery conservation.
2002 WJ Overland - 265/65/17 on factory UC