Yes, more likely to go side ways with a spanner and round the hex.

Crow foot which are wider than spanners, have more contact on the surface of the hex which prevents rounding of the O2 sensor. It also diverts the angle of the push.

It is the norm for O2 sensor removal, as an open or closed end will have a high chance of slippage and round the hex on the sensor. Movement is limited when you have an open or closed end, esp when you are removing it with the pipe still on the vehicle.

See below: