You are probably better off keeping the space saver, since as a temporary spare, it's the best option to save space/weight and therefore, fuel.
A full size spare is mostly for older or heavy duty vehicles that might need to have a long-term solution if they get a flat. An Escape, like most modern vehicles, is designed more for fuel savings and basic transportation, with the expectation that you can just throw the spare on if you get a flat, then make your way to a shop and get the flat tire repaired or replaced.
You can certainly replace the space saver with a full size wheel if you want, but you wouldn't use a fifth air pressure sensor if that's how the system works. A pressure monitoring system would only expect four tires, unless it has special readings for the spare as well, and even then, it would probably expect the higher pressure of a space saver spare, not the regular pressure of the full size tire. Most tire pressure monitoring systems just use the diameter of the tire when rolling rather than internal pressure sensors though, when a tire rolls faster than expected, the system reads it as being low on air or flat.