Maybe the vibration / heat of the running engine causes the oil light wiring to catch a ground somewhere between the sender and the warning light.
When the light comes on, can you wiggle the wiring and get the light to flicker?
When pull the wiring off the sender and check its function with an Ohmmeter. Engine off, the terminal on the sender should have continuity to ground. When the engine starts and you get oil pressure, the circuit should open up. If you still have ground (hence the light), you have another bad sender.
Kevin