I have fitted a 1TB WD blue ssd to my late 2015 imac 27”, it had no hard drive before, just the PCIe SSD. All I needed to source was the Sata/power cable.
I did NOT fit any thermal sensor and it works perfectly, no fan spin or any other problems. I also replaced the PCIe SSD with a Samsung NVMe 1TB unit with an adapter, this also works perfectly.
I conclude that at least on late 2015 model. NO thermal sensor is required. The system reads the drive temperatures fine so they must now use the Smart data.
Its been working for 3 months now like this, don’t waste your hard earned money on un-neccesary stuff.