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It may well be that there are dozens of Save Sages, as they have been described in plural form by NPCs in Risky's Revenge. In addition, the Save Sage in the Zombie Caravan is not human like the others, but a zombie. He still recognizes Shantae, greeting her with the standard "Hello Shantae! Would you like to save your progress?" It could be, however, that the Sequin Land denizens are just as clueless about the Save Sage's apparent ubiquity powers as Shantae, therefore believing there are many of them.
In Shantae: Half-Genie Hero, there is a Save Sage in Scuttle Town Square. A Save Sage also appears every time you go to a new area of a world asking if you want to save.