Kiernan Dewsbury-Hall and Thierno Barry scored either side of half-time at Hill Dickinson Stadium as David Moyes' side made a winning start to the Premier League season, denying Sage victory in his first game as Palace manager.
Sage, speaking to Palace TV, felt his side's early promise had not been converted into a lead.
"We played in the right way to win in the first-half and not in the second. But when you play in this direction, you have to score. We missed two or three big opportunities and we gave the goal to the opponent. That's why the second-half was difficult, with them taking the second goal too."
He said Crystal Palace's inability to move the ball quickly enough after the break compounded the problem.
"And when we had the ball in second-half, we didn't play quick enough – that's why it was difficult to play in their half – and we didn't create other chances."
Sage used a colourful analogy to stress the value of taking chances.
"Sometimes, you know, you do the job and you don't have the salary at the end – and today it was like this. Sometimes you play very well and you can keep it on YouTube, and when you lose your finishing, you take the clip and you put it in the waste. That's why a goal is very important: to give the things that the team are looking for."
The Frenchman argued the margin between the sides had been slim.
"It's important for us to do that, especially in this kind of game, because I think they were not too much better than us today, and we had the opportunity to win."
Everton manager David Moyes, speaking to BBC Match of the Day, admitted Palace had carried a threat before the hosts pulled clear.
"There were bits of the first half we were good, but missed the chances on transition to score. We could have easily been a couple goals down. The goalkeeper made a worldie save. It could have gone the other way."
He felt the opening goal changed the complexion of the contest.
"Once we got the first goal it settled us, and the second one made things feel a lot easier. We managed the game well after that, contained Palace."
Moyes also praised the contributions of two of his younger players.
"Harrison (Hackney) is 19 and he is making his way. If other people were fit he might not be getting so many opportunities, but he is getting them and doing well. Tyrique George looked a threat from the start, hopefully he continues to do that, we want more deliveries from him as well."