I've never installed an oil furnace so I will assume you are right. I've installed hundreds of gas and everyone of them came with the safety swicth. The furnaces I've done service work on without them have all been older models.
Originally posted by casturbo
Oil furnaces such as Thermopride and Hallmark have never used a door switch. Both units are well known, well respected and of course, both UL approved. Maybe gas units are more safety orientated, so those units might be required to have a switch. I don't do gas, so I don't know.