Okay, you've got the same as I do, a 94 XJ.
Just because you meet torque spec doesn't mean that it's seated. When I first did mine 4+ years ago, 2 of the floating washers hung up on rough spots on the flanges. You should be able to hear a leak if it's causing the O2 sensor to go lean. Mine certainly did, it had a good pop under the hood, and my gas mileage just plain sucked. Something else you can try. This may help if the intake is also not seated: give the manifolds a squirt of carb cleaner while it's running. If you've got a leak at the intake manifold gasket, the engine will speed up when it sucks in the carb cleaner.
You've got a single O2 sensor, and it's in the header itself. No sensors beyond that, so even if you've got a leak at the cross pipe, it shouldn't trigger anything.
How old is the O2 sensor? And how are the wires?