Unlike previous iPhone models, the front sensor assembly on the 15 isn't attached to the display. So when you remove the screen, the front sensors stay in the midframe and should not have come off with the screen. It's unclear why you think the display should have come with the sensors.
Ah, I see what you mean now, Tom. Yes, you're absolutely right; the iFixit official guide does indeed skip that step where you need to transfer the proximity sensor to the new screen. I'll go ahead and let the team know about it; that is clearly an oversight on the part of the guide's author.
If you take a look at the user-created screen created guide, they did actually cover that part of the repair starting about the 4:35 mark.
iPhone 15 Screen Replacement - Detailed Guide - iFixit Repair Guide
There's also a guide over at the French site SOSav where Step 10 also details the process of removing the proximity sensor.
iPhone 15 Screen Only Repair - Free Guide - SOSav.fr
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