As above, return it and exchange it for an NTK or NGK depending on how it's packaged. NTK and NGK are the same brand. Bosch O2 sensors are well known for not working properly our Jeeps. Use only the NTK/NGK brand which is the OEM brand.
There are constant warnings in the Jeep forums I frequent against using Bosch O2 sensors.
I have learned over the years, been driving TJ's since 99. Certain items I replace with OEM, O2 sensors are one of them..I put complete new exhaust on 3yrs ago and I changed all 4 sensors with NGK, No problems..But its your $$$