The gauge wire Sense uses to connect to a circuit breaker is smaller than the rating of any breaker I have ever seen. Most 15a breakers are only rated down to 14 gauge wire. While the Sense clearly only needs a few watts of power (so wire gauge does not need to be large), the issue is that the screw terminal / clamp on the breaker is not rated for that size. Most people I am sure just do it anyway (and it works just fine), but it is technically not code compliant. To make it code compliant an installer would need to pigtail wire it into the breaker.
Also, I think I would prefer if Sense used solid core wire over stranded wire. Solid allows for prettier installations as you can make nice 90 degree bends and kind of form the wire to go where you want it. Stranded just flops all over the place. After installation the wire never should get moved so there should not be an issue with wear on the wire from bending.