Sense RNA is mRNA, which can code for protein or RNA as end product. Therefore if the sense RNA (mRNA) is code of RNA as end product, its corresponding strand later will form a duplex, cut by dicer, combine with other protein and modification then form siRNA or miRNA which will knockdown transcription.
If you are introducing a sense strand of mRNA into the cell, what would it bind to form a duplex, since the endogenous mRNA would also be in the sense direction?
Unless there is double stranded contamination, which is one explanation…
As JackBean wrote, the sense RNA bound to Argonaute can affect transcription. I recall reading that Argonaute-RNA complexes can direct changes in methylation of RNA (or was it histone acetylation? It’s been a few years since I read that). Either way, by changing the epigenetic state of a gene the Argonaute-RNA complex can change the transcription rate from that gene.
Other, less specific gene regulation can occur though innate immune responses to exogenous RNA:
Small interfering RNAs mediate sequence-independent gene suppression and induce immune activation by signaling through toll-like receptor 3. Kariko K, Bhuyan P, Capodici J, Weissman D. J Immunol. 2004 Jun 1;172(11):6545-9.