The Real Madrid and Spain great applied for the Glory head coaching job earlier this year after suggesting he was interested in coaching in Australia.
Hierro also indicated that he would bring former Madrid teammate Raul with him downunder, which had the Glory making enquiries, but the application was incomplete forcing the Western Australian outfit to drop their curiosity.
"Yes, the club was interested and made enquiries with his agents," Sage told SBS.
"But they never got back to us on time and when they did, they did not give us enough details so the process stopped. The application was incomplete.
"All the candidates have put together a plan and we'll go from there."
Perth are currently in the process of bringing in a new head coach to replace Kenny Lowe who took over as interim boss when Alistair Edwards was sacked in December.
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