The Eagles trailed by two goals at half-time in their first European away fixture before Yéremy Pino and Daichi Kamada struck after the break.
However, Pavel Sulc's clever backheel proved decisive, ending Palace's three-match unbeaten run.
Sage admitted his side's sluggish first-half performance left them with too much to do.
"It was a game of two different halves," he told the media.
“We were absent in the first-half. The second-half is more like what we’re used to seeing.
"We can be frustrated with the result, but we can be frustrated with the first-half. Going two goals down meant this was too difficult to turn around."
He added: “We play the game to win, but when you miss the first-half performance, I have to be frustrated with that.
“We cannot accept this. We have to take the lesson from here today.
"We didn't fight enough, we didn't manage some of the tactical problems and we were not proactive with the ball.
“If we want to be competitive, we need to be better in these areas"