Not unless you purchased some third party warranty with this specific
coverage.

I'm not sure what kind of car you have, but according to the maint schedule
for the Sonata, you would be 10,000 miles away from replacing the oxygen
sensors for the third time as a maintenance item... The screen below is for
the 45,000 mile maintenance.
http://www.hyundaiusa.com/owners/service/maintenance/maintenance_sonata.aspx

                  Accent Elantra Sonata Azera Tiburon Santa Fe Entourage
Veracruz Accent

                 Scheduled Maintenance Sonata 2006

                 The following maintenance services must be performed to
assure good vehicle control and performance. Keep receipts for all vehicle
services to protect your warranty. Where both mileage and time are shown,
the frequency of service is determined by whichever occurs first.

                 Mileages
                       7,500 mi/12,000 km/
                       15,000 mi/24,000 km/ 1yr
                       22,500 mi/36,000 km/
                       30,000 mi/48,000 km/ 2yrs
                       37,500 mi/60,000 km/
                       45,000 mi/72,000 km/3 yrs
                       52,500 mi/84,000 km
                       60,000 mi/96,000 km/4 yrs
                       67,500 mi/108,000 km
                       75,000 mi/120,000 km/5 yrs
                       82,500 mi/132,000 km
                       90,000 mi/144,000 km/6 yrs
                       97,500 mi/156,000 km
                       105,000 mi/168,000 km/7 yrs
                       112,500 mi/180,000 km
                       120,000 mi/192,000 km/8 yrs
                       127,500 mi/204,000 km
                       135,000 mi/216,000 km/9 yrs
                       142,500 mi/228,000 km
                       150,000 mi/240,000 km/10 yrs
                Emission Control Items

                              Replace

                               - ENGINE OIL AND FILTER
                               - CANISTER
                               - OXYGEN SENSOR

                              If necessary

                               - FUEL LINES, FUEL HOSES AND CONNECTIONS
                               - VAPOR HOSE AND FUEL FILLER CAP
                               - AIR CLEANER FILTER
                               - FUEL TANK AIR FILTER

                       General Items

                              Replace

                              If necessary

                               - AUTOMATIC TRANSXLE FLUID
                               - BRAKE HOSES AND LINE
                               - BRAKE PADS, CALIPERS AND ROTORS
                               - EXHAUST PIPE AND MUFFLER
                               - SUSPENSION MOUNTING BOLTS
                               - STEERING GEAR BOX, LINKAGE AND BOOTS/LOWER
ARM BALL JOINT
                               - POWER STEERING PUMP AND HOSES
                               - DRIVESHAFTS AND BOOTS
                               - AIR CONDITIONING REFRIGERANT

                       Note

                             - COOLANT: FOR THE FIRST TIME, REPLACE THE
COOLANT AT 60,000 MILES (96,000 KM) OR 60 MONTHS, AFTER THAT, REPLACE IT
EVEY 30,000 MILES (48,000) OR 24 MONTHS.
                             - AIR FILTER (For Evaporator and blower Unit):
FOR EVERY 12 MONTHS OR 10,000 MILES (15,000 KM)

                 Severe Usage Conditions
                 Conditions
                 A - Repeated short distance driving
                 B - Extensive idling
                 C - Driving in dusty, rough roads
                 D - Driving in areas using salt or other corrosive
materials or in very cold weather
                 E - Driving in sandy areas
                 F - More than 50% Driving in heavy city traffic during hot
weather above 90oF (32oC)
                 G - Driving in mountainous areas
                 H - Driving as a patrol car, taxi, or other commercial use
                 I - Driving over 100 MPH (170 KM/H)
                 Maintenance Items (Intervals)
                        Replace

                         - ENGINE OIL AND FILTER(Every 3,000 miles (4,800
KM) or 3 Months)
                         - MANUAL TRANSAXLE OIL (Every 60,000 Miles (96,000
KM))
                         - AUTOMATIC TRANSAXLE FLUID (Every 30,000 Miles
(48,000 KM))

                        If necessary

Certainly not lifetime, but pollution equipment can vary in some states.
What does your warranty say?    I replaced an O2 sensor at 7 years and 122k.
Things do break and wear out and that is just one of the facts of car
ownership.  You have to fix them sometimes.