I can think of two reasons why the downstream and upstream sensors have different connectors:
1)The upstream sensors use a connector that is unique to the Contour/Mystique (maybe the Cougar and Focus use it too)---it appears to be a European connector. Ford may not have wanted to use that connector for the downstream sensor when they re-engineered the harnesses for OBD-II, which was probably done in the USA. I have noticed that the mere presence of that unique connector increases the cost of an oxygen sensor by $10. (Notice that the downstream oxygen sensor is $10 cheaper than the upstream).
2)They don't want someone to plug an upstream sensor in where a downstream sensor should have gone, or vice-versa. That could cause major problems. As it is, there have been reported cases of people swapping the oxygen sensors in pre OBD-II cars, such as the Mustang 5.0, with very wierd, hard to troubleshoot results (there are no trouble codes, yet the engine cycles between very lean and very rich).
Ford got wise and added a diagnostic code for this to the OBD-II cars.
