On your phone open the dialer, like you are going to dial the phone number of a friend. Instead dial *#*#3424#*#* (*#*#DIAG#*#*). It will take you to the HTC Function test application. On the white screen, press accept and look for a "P-Sensor" test. Press the item and hit run and it will take you through a test of the sensor. This will help you further determine if there is an issue or not.
Edit: not using a screen protector and screen is clean.