Some modern adaptations of his transcription do, however. E.g. Modern Japanese Grammar: A Practical Guide uses the transcription “sensee” (they consistently don’t use macrons in this book: e.g. they use oo for ō, etc.).

Hepburn didn’t write “sensē” himself because it 1880s it was still pronounced “ei”, not “ē”. If it were pronounced like it’s pronounced nowadays, you can bet he’d spell it with ē.