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It will throw a CEL if you let it run for a while with a coil disconnected, it just won't do it immediately. It doesn't sense that the coil is disconnected, it just senses a misfire. After a few hundred misfires, it sends out the CEL.
Also, if the CEL does come on for a misfire, it will turn itself off after driving it for a while after the problem is fixed. You don't neccesarily need to get the code 'cleared'.