Chosen Solution
I’m wondering if I did something wrong during my install. On my old screen it would go black during calls but after I installed the new display it won’t do it, so for some reason there is an issue with the proximity sensor. There is nothing blocking the sensor and it won’t work even when I place a finger over the sensor. Everything else about my screen works just fine, front facing camera works, but the new proximity sensor doesn’t work. Screen isn’t cracked, not physical damage, nothing wrong with the package when it arrived.
If you bought a screen with the small parts installed instead of transferring your original small parts to the new screen, it has a defective proximity sensor. If you did the transfer then it is either mis-seated prox sensor or the new screen lets in too much light which happens in some devices with white third party screens
Also to follow up with what Jessa said, there is a small filter that people rarely transfer over from the old device to the new device. Most of the time it isn’t needed but I suppose that apple puts it there for a reason. I’ve seen lots of proximity filters fail when people do not handle them with care and force them into the bracket they lie in. The iPhone 6 seems to be the best iPhone yet that makes it easy to seat the sensor.