Yea that's weird,... I remember unplugging my first O2 sensor just to see what would happen,... I immediately threw a code but the car kept running in what I assume was limp mode. I just wanted to see if it would keep running if it was unplugged but didn't try to restart the car with it disconnected. I would assume that the code would come back right away,.. at least the one for an inoperative O2 heater, but that may take a bit of time for the heater to warm up so the ECU gives it some time. Same with the O2 data,... the ECU may allow for a warm-up period for the O2 to start sending data.
I remember another guy was trying to track down a misfire code and it turned out to be a bad plug wire. I remember too someone (Hatchkitten I believe) took her car in for the misfire code and it turned out to be a bad wire in the harness for the coils.
There is so many ways of throwing a misfire code that it is really hard to diagnose. (knowing whether it is random or cylinder specific helps a lot).