Sage's side had conceded 11 goals in their opening four league games, yet they shut out a Leeds side who beat Newcastle United 4-1 on Monday. There were no goalscorers, but there was no shortage of moments.
Tyrick Mitchell had a second-half goal ruled out for offside after a VAR review, and Dominic Calvert-Lewin was denied at close range by Walter Benítez after James Justin's cross, while Daichi Kamada headed narrowly wide in the 85th minute.
The point leaves Crystal Palace one clear of the relegation zone, while Leeds stay unbeaten in fifth on nine points.
Sage said on Palace's official website:
“It's a good point to make a clean sheet,” Sage explained. “But it would be a better point if we won this game because I think we created some chances too.
“We didn't [previously] concede too many goals in transition, we took goals when we were low and with crosses and from bad defending the penalty box – and today it was better for that. That's why it's not only about the balance, it's about how we defend when we are low, and I think we did it better today.”
Takehiro Tomiyasu was replaced by Jefferson Lerma at half-time, and Sage gave an update:
“He was injured in his calf,” Sage noted.
“I think it's not too serious, but it's too much to play if you want. And I think it's a good sign when a player says ‘I'm not able to play more because I'm not 100 percent’ – it's a sign of honesty and I like this kind of thing.”
With a three-week international break ahead, Sage added:
“I think we spoke about that before, but it cannot cut or stop our way forward,” Sage said of the break. “We want to continue in this way with the same mindset.”
Leeds United manager Daniel Farke, speaking to BBC Match of the Day, said:
“You can't expect to have 38 games of magical nights under the lights when you always overrun your opponents. We faced a difficult Crystal Palace side and it was not our best game and a bit scruffy at the end.
“Dominic [Calvert-Lewin] had an excellent chance in the second half and sometimes you want to take a dirty one-nil but I'm quite happy with the clean sheet and to extend our unbeaten run.
“We have heart, spirit and tactically we can adapt. We have strong unity in the dressing room. After an intense opening [to the season], it's important we have a bit of time to recover.”