At 10000 its definately worn in now, all the clearances should be good. Its perfectly normal for the oil light to be on with ignition, but i should dissappear within 2 seconds of the engine being started and running. It isnt mandatory to replace sensors with a rebuild. Because 1-sometimes the customer doesnt send them in for testing or replacing, 2-they can be very pricey to replace 'for the hell of it' 3-sometimes they test fine on the bench, but they can fail a short time later when back in service.
In ur case i would get a new pressure sensor, stick to 10w40 and keep an eye on it