My mid-2009 MBP didn’t have a connector (socket is on the board, but there’s no cable to be plugged into it). Found in an Apple technician manual a mention that some versions of the MBP don’t have the thermal sensor, so apparently that’s okay.
This is a brilliant suggestion! I did this for all the steps that involved removing screws, numbered the sheets, and that made it very easy to put it all back together in reverse. Thanks!