It is normal practice to add a shorting FET for unbiased sensors This FET ensures that the working electrode is maintained at the same potential as the reference electrode when the circuit is switched off. The shorting FET is normally open circuit when power is applied.
Biased sensors (NO is the most common) must not be shorted when switched off, rather the bias voltage must be maintained when the unit is powered off, usually by a back-up battery.
For more information, see Application note AAN 105