Welcome to the forum!
And... wow ... 22 mpg is horrible for a 5-speed CX. That lever between the seats is the parking brake. Make sure it's released. If that's already released, that big black thing dragging behind your Honda is a ship's anchor. Unbolt the chain from the rear bumper.
Hopefully that O2 sensor is the real issue.
What's your typical driving like (city/hwy/length/speed)?