Same here. It made me a little nervous that the intense site listed a paper gasket and the rubber seal and then i took my stock one out and there was no paper gasket to be found. No leaks here either without using the paper gasket, you should be fine.
IIRC sometime around 99 they quit using a gasket for the tstat housing. Just the o-ring around the tstat was enough to seal it I guess. I've also never used a gasket on any L36/L67 cars and have had no problems with leaks if its properly torqued.