Hissing noise in steering column

No that would not be the problem. Check the steering column down towards the floor where the boot is. If you see a bearing over on top of the boot, then all you are hissing is normal engine noises. Try to pop the bearing back into the boot. That will seal off the noises from the engine compartment. If that is ok, what happens when you brake? Does the noise go away or gets worse? Did they do the oxygen sensor because of a fuel trim code? If braking does effect the noise then you have a defective brake booster. When the booster goes bad you get a vacuum leak internally. If not taken care, eventually your brake pedal will operation will be affected and will require a lot of force to get the vehicle to stop.