HI - Well let me take a try at this....- it does happen that when your sensory system matures some and kind of "reorganizes" itself that your sensory issues dont interfere with your developmental milestones as much so you can catch up and continue to progress on your own- and then insurance or school services wouldnt then pay for therapy. Because our brains are very plastic and change all the time depending on the activities we are participating in, the therapy that was provided to him helped him to reorganize so the sensory issues be came less evident and he also learned to deal with some things that may have been difficult for him. Also, Many insurance companies see "SI" as experimental with not much to objectively back it up, so unless there are other issues, sometimes SI is a very difficult diagnosis to get coverage for unfortunately.
On the other hand, there is a tool for a younger child called The Sensory Profile which can help a therapist determine if, based on parent report, sensory issues are interfering with daily life. Do you recall if your son was a "sensory seeker" because maybe he just really enjoys that type of play and yes, he may continue to do those types of things or, was he sensory defensive, which can lead to anxiety because the world of a 3 year old can be very unpredictable. Or could it be that he has some other anxiety issues that are not sensory related? Once your child is I think at least 4.5, there is a very standardized test called the Southern California Sensory Integration and Praxis Test that could be given and gives very specific results.
Maybe its time to take him back to an OT for a checkup? They could do things like the sensory profile and then maybe a Peabody Developmental Test to make sure he is continuing on a good track. Even if he does check out within normal limits, they may be able to help you develop a "sensory diet" of activities to help him self regulate throughout the day to make sure his body gets all the sensory input that it is looking for in appropriate ways at appropriate times (like we have to learn that in the middle of class at school isnt an appropriate time to spin in circles, but maybe we could squeeze a squish ball or something like that).
As your little one gets older, if you see difficulty with self regulation, there is a program called "How Does Your Engine Run" that maybe helpful in helping him find the right things to do at the right times to help him keep his sensory level "just right".
I hope I was a little helpful, please dont hesitate to ask more questions if you have them!!
Wendy