Correct - if you disconnect one the system will see the circuit as not complete and thus will illuminate. As thstone stated, it's a simple circuit... if complete then no light. If broken anywhere then you get light. A lot of people break/tear wire if not careful (squeezing the clip) in removing from old pads.
Assuming you still have one or both old front sensors, make a 'jumper' to test each corner (or rather two jumpers). Cut the wire ~ 2" from plug and strip back insulation to bare wire. Twist wires together securely and seal back up. Remove rear wheels and plug in jumpers in lieu of original sensors. If light goes out then you know at least one rear is issue. Chase down by plugging the pad sensor back in one side at a time. Same for front if issue not vetted on rears. Since front are new they are less likely to be bad... assuming reputable parts sourced.
Personally, pads in 9x6 and 9x7 series are easy enough to visually check (and I always inspect wheels off on mine before and after each DE). As such, all four corners on my track car are jumper aka shorted sensors. Same as above except I solder the wires then fold and double heat shrink wrapped remaining 3/4" stub. Pretty sure I have a picture around someplace and will look to find.
Good luck
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