Answer: Securing the fronds during transport sounds like a good idea. The less damage you cause to the foliage, the better the palm will look after it's transplanted. Most trees and shrubs will go through a period of stress after being uprooted and replanted. Wilting is a common symptom, as is yellowing of some foliage and even dropping of some leaves. Palm fronds are reasonably sturdy, though, so if you were careful in digging so as not to damage too many roots, you kept the rootmass from drying out during transportation, and you watered well after replanting, your palm should be able to establish itself without too much stress. I wouldn't leave the fronds tied together once the palm is transplanted into its new home. Foliage aids in the production of carbohydrates through a process called photosynthesis. The more leaf area exposed to the sunshine, the more energy it can manufacture and transport down to the roots of the tree.
Good luck with your Sago palm!
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