I just thought to use collectd instead. But it results in the same error:
# opkg install collectd-mod-sensors
Installing collectd-mod-sensors (5.12.0-1) to root...
Downloading https://repo.turris.cz/hbs/mox/packages/packages/collectd-mod-sensors_5.12.0-1_aarch64_cortex-a53.ipk
Installing libltdl (2.4.6-2) to root...
Downloading https://repo.turris.cz/hbs/mox/packages/base/libltdl_2.4.6-2_aarch64_cortex-a53.ipk
Installing collectd (5.12.0-1) to root...
Downloading https://repo.turris.cz/hbs/mox/packages/packages/collectd_5.12.0-1_aarch64_cortex-a53.ipk
Configuring libltdl.
Configuring collectd.
//usr/lib/opkg/info/collectd.postinst: line 261: /etc/init.d/: Permission denied
Configuring collectd-mod-sensors.
@Pepe is seemingly reporting the same with fail2ban and a Turris 1.1: https://github.com/openwrt/packages/issues/19102
Perhaps it is Turris specific?