Well, you have an 04, so it shouldn't have the harness bit. At least my Feb '04 manufacture doesn't. Either your trans cooler was replaced with a part from an 03 and the cooler sensor came with it, or your truck was early enough in the phase-out that it got a cooler sender set up without the requisite bits to use it. What you might consider is making a harness to connect the cooler sensor to the two black female spades that are dangling back at the transfer case. It seems to me that a lot of the later trucks didn't have a temp sensor in the t-case or the trans (to be clear, I haven't seen a lot of trucks either), but there is the light in the dash. With some controlled-environment testing and observation you might be able to figure out if this would be a beneficial retrofit.