There is no reason to change the CHT sensor, it did its job and is working fine. If it was throwing the light on with no other signs of overheating then you would look into the CHT sensor.
I wouldn't suspect a head gasket unless you are burning coolant, getting coolant in the crankcase, or leaking outside around the heads.
Keep an eye on your engine temp and coolant level. If you are loosing coolant and not burning it or milk shaking the oil look for leaks else where.